V-Lab: Boston Properties Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Boston Properties Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:36.07% (-1.59%)

Analysis last updated: Friday, April 26, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8950	5.25
$α$	0.1177	8.43
$β$	0.8311	45.52
$γ_{1}$	-0.0205	-0.30
$γ_{2}$	0.0669	0.67
$γ_{3}$	0.0427	0.67
$γ_{4}$	-0.3145	-4.43
$γ_{5}$	0.3971	5.33
$γ_{6}$	-0.2418	-3.63
$γ_{7}$	0.1591	2.72
$γ_{8}$	-0.1538	-3.86

Estimation Period:
Jun 18, 1997 to Apr 26, 2024

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