BXP Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:38.75% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0488 | 19.38 | |
| 0.8330 | 159.34 | |
| 0.1137 | 25.16 | |
| 0.0118 | 6.69 | |
| 0.0517 | 7.27 | |
| 0.9449 | 121.60 |
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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