V-Lab: Boardwalk Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Boardwalk Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:21.71% (-1.36%)

Analysis last updated: Thursday, June 5, 2025 at 01:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6077	6.29
$α$	0.1417	7.91
$β$	0.7160	19.47
$γ_{1}$	0.1327	1.76
$γ_{2}$	-0.1756	-1.60
$γ_{3}$	0.0002	0.00
$γ_{4}$	0.2008	2.64
$γ_{5}$	-0.2993	-2.96
$γ_{6}$	0.1661	2.19
$γ_{7}$	0.0783	1.40
$γ_{8}$	-0.2050	-2.83
$γ_{9}$	0.1306	1.70
$γ_{10}$	-0.0288	-0.58

Estimation Period:
Jan 6, 1994 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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