V-Lab: A Self-Administered Real Estate Investment Trust Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

A Self-Administered Real Estate Investment Trust Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:0.00% (0.00%)

Analysis last updated: Thursday, May 9, 2024 at 12:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.5245	2.86
$α$	0.4238	30.57
$β$	0.5722	34.24
$γ_{1}$	-1.8181	-0.96
$γ_{2}$	2.9192	1.16
$γ_{3}$	-1.5588	-1.23
$γ_{4}$	-0.1428	-0.17
$γ_{5}$	1.5305	1.88
$γ_{6}$	-1.7371	-2.29
$γ_{7}$	2.6508	2.52
$γ_{8}$	-4.4749	-3.42
$γ_{9}$	5.6369	3.81
$γ_{10}$	-34.0768	-15.70

Estimation Period:
Jul 14, 2011 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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