V-Lab: Boardwalk Real Estate Investment Trust MF2-GARCH Volatility Analysis

V-Lab

Boardwalk Real Estate Investment Trust MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 9th, 2025:19.90% (-0.44%)

Analysis last updated: Saturday, June 7, 2025 at 01:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1265	20.56
$β$	0.6234	38.93
$γ$	0.0635	6.15
$λ_{1}$	0.0070	2.13
$λ_{2}$	0.0128	3.10
$λ_{3}$	0.9847	203.83

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

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Volatility Forecasts

Volatility Forecasts