BXP Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:43.24% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 14.83 | |
| 0.0453 | 19.11 | |
| 0.9040 | 375.58 | |
| 0.0813 | 12.64 |
Estimation Period:
Jun 18, 1997 to Feb 20, 2026
Jun 18, 1997 to Feb 20, 2026
News Impact Curve
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