BXP Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:45.99% (-2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8918 | 5.15 | |
| 0.1116 | 8.40 | |
| 0.8385 | 47.49 | |
| -0.0144 | -0.18 | |
| 0.0374 | 0.32 | |
| 0.1123 | 1.34 | |
| -0.3759 | -4.17 | |
| 0.3704 | 4.67 | |
| -0.1510 | -2.42 | |
| 0.0614 | 1.04 | |
| -0.0307 | -0.42 | |
| -0.1234 | -1.09 |
Estimation Period:
Jun 18, 1997 to Feb 13, 2026
Jun 18, 1997 to Feb 13, 2026
News Impact Curve
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