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

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V-Lab

Dream Office Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:37.27% (+2.03%)

Analysis last updated: Wednesday, May 8, 2024 at 08:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	39.2024	6.39
$α$	0.1113	124.34
$β$	0.9990	6704.70
$ν$	3	110.95

Estimation Period:
Dec 4, 1995 to May 3, 2024