V-Lab: Boston Properties Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Boston Properties Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:38.37% (-0.89%)

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
$ω$	0.8906	5.20
$α$	0.1173	8.42
$β$	0.8319	45.75
$γ_{1}$	-0.0219	-0.32
$γ_{2}$	0.0687	0.69
$γ_{3}$	0.0420	0.66
$γ_{4}$	-0.3141	-4.42
$γ_{5}$	0.3972	5.32
$γ_{6}$	-0.2427	-3.64
$γ_{7}$	0.1609	2.75
$γ_{8}$	-0.1561	-3.90

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

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Volatility Forecasts