V-Lab: Ventas Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Ventas Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.37% (+0.53%)

Analysis last updated: Friday, April 26, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8289	5.62
$α$	0.1072	8.34
$β$	0.8358	45.12
$γ_{1}$	-0.0218	-0.39
$γ_{2}$	0.1602	1.67
$γ_{3}$	-0.2858	-2.96
$γ_{4}$	0.1740	1.88
$γ_{5}$	0.0682	0.97
$γ_{6}$	-0.2214	-3.67
$γ_{7}$	0.2189	4.00
$γ_{8}$	-0.1084	-1.88
$γ_{9}$	0.0230	0.35
$γ_{10}$	-0.0199	-0.40

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

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