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

V-Lab

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V-Lab

Boardwalk Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:14.24% (-0.80%)

Analysis last updated: Saturday, May 18, 2024 at 04:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	35.7427	6.46
$α$	0.0905	108.25
$β$	0.9990	6529.41
$ν$	4	65.55

Estimation Period:
Jan 6, 1994 to May 17, 2024