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

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V-Lab

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

Volatility Prediction for Friday, December 12th, 2025:18.15% (-0.95%)

Analysis last updated: Friday, December 12, 2025 at 12:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6471	6.42
$α$	0.1417	7.94
$β$	0.7127	18.71
$γ_{1}$	0.1359	1.90
$γ_{2}$	-0.1857	-1.76
$γ_{3}$	0.0182	0.33
$γ_{4}$	0.1855	3.09
$γ_{5}$	-0.3119	-3.69
$γ_{6}$	0.2189	3.19
$γ_{7}$	0.0066	0.13
$γ_{8}$	-0.1511	-2.28
$γ_{9}$	0.0997	1.39
$γ_{10}$	-0.0082	-0.18

Estimation Period:
Jan 6, 1994 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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