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

V-Lab

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V-Lab

Dream Office Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:43.48% (-4.09%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.0340	6.23
$α$	0.2334	9.10
$β$	0.6718	23.37
$γ_{1}$	0.0836	0.96
$γ_{2}$	-0.1082	-0.70
$γ_{3}$	-0.0101	-0.06
$γ_{4}$	0.2564	1.62
$γ_{5}$	-0.4639	-4.01
$γ_{6}$	0.3598	3.50
$γ_{7}$	-0.0293	-0.33
$γ_{8}$	-0.2851	-2.72
$γ_{9}$	0.4482	3.48
$γ_{10}$	-0.3946	-4.08

Estimation Period:
Dec 4, 1995 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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