V-Lab: Boston Properties Inc Asy. MEM Volatility Analysis

V-Lab

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V-Lab

Boston Properties Inc Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:37.08% (+3.54%)

Analysis last updated: Tuesday, April 23, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0560	31.14
$α$	0.1575	34.18
$β$	0.7856	258.86
$γ$	0.0781	9.44

Estimation Period:
Jun 18, 1997 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts