V-Lab
Boston Properties Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:34.00% (-0.64%)
Analysis last updated: Monday, April 29, 2024 at 09:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0538 | 18.93 | |
| 0.8169 | 129.16 | |
| 0.1272 | 25.23 | |
| 0.0120 | 6.24 | |
| 0.0482 | 6.36 | |
| 0.9484 | 113.86 |
Estimation Period:
Jun 18, 1997 to Apr 26, 2024
Jun 18, 1997 to Apr 26, 2024
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