V-Lab: Boardwalk Real Estate Investment Trust GJR-GARCH Volatility Analysis

V-Lab

Boardwalk Real Estate Investment Trust GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 9th, 2025:24.06% (-0.68%)

Analysis last updated: Saturday, June 7, 2025 at 01:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0404	12.99
$α$	0.0450	11.14
$β$	0.9273	385.57
$γ$	0.0387	5.89

Estimation Period:
Jan 6, 1994 to Jun 6, 2025

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Volatility Forecasts

Volatility Forecasts