V-Lab: Healthpeak Properties Inc Asy. MEM Volatility Analysis

V-Lab

| |

V-Lab

Healthpeak Properties Inc Asy. MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:30.66% (+2.24%)

Analysis last updated: Friday, April 26, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0818	34.09
$α$	0.1711	38.40
$β$	0.7667	274.01
$γ$	0.0647	7.31

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts