V-Lab: Boardwalk Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Boardwalk Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:20.78% (-1.73%)

Analysis last updated: Friday, April 26, 2024 at 02:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4962	7.33
$α$	0.1454	7.96
$β$	0.7156	19.30
$γ_{1}$	0.0812	2.93
$γ_{2}$	-0.1503	-3.39
$γ_{3}$	0.1746	3.94
$γ_{4}$	-0.2110	-4.51
$γ_{5}$	0.2102	5.78
$γ_{6}$	-0.1720	-5.20
$γ_{7}$	0.0866	3.35

Estimation Period:
Jan 6, 1994 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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