V-Lab: Boardwalk Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Boardwalk Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:23.26% (+0.34%)

Analysis last updated: Wednesday, May 8, 2024 at 08:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	35.2879	6.50
$α$	0.0893	107.65
$β$	0.9990	6572.37
$ν$	4	65.11

Estimation Period:
Jan 6, 1994 to May 3, 2024