V-Lab: Boston Properties Inc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Boston Properties Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:36.12% (-0.64%)

Analysis last updated: Thursday, April 25, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0458	15.73
$α$	0.0525	19.55
$β$	0.8880	329.48
$γ$	0.0948	12.50

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

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