V-Lab: Boston Properties Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Boston Properties Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:38.09% (-3.07%)

Analysis last updated: Wednesday, April 24, 2024 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.1035	6.19
$α$	0.0955	34.25
$β$	0.9875	472.28
$ν$	7	7.32

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