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

V-Lab

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V-Lab

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

Volatility Prediction for Tuesday, May 7th, 2024:19.01% (-1.12%)

Analysis last updated: Tuesday, May 7, 2024 at 01:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5168	7.40
$α$	0.1451	7.96
$β$	0.7157	19.27
$γ_{1}$	0.0818	2.97
$γ_{2}$	-0.1506	-3.43
$γ_{3}$	0.1740	3.97
$γ_{4}$	-0.2103	-4.54
$γ_{5}$	0.2096	5.82
$γ_{6}$	-0.1717	-5.24
$γ_{7}$	0.0864	3.37

Estimation Period:
Jan 6, 1994 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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