BXP Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:21.17% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0390 | 14.85 | |
| 0.0457 | 19.14 | |
| 0.9030 | 369.48 | |
| 0.0818 | 12.51 |
Estimation Period:
Jun 18, 1997 to Dec 12, 2025
Jun 18, 1997 to Dec 12, 2025
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