BXP Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:42.86% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0383 | 14.83 | |
| 0.0451 | 19.11 | |
| 0.9045 | 377.18 | |
| 0.0807 | 12.68 |
Estimation Period:
Jun 18, 1997 to Mar 13, 2026
Jun 18, 1997 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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