V-Lab: BXP Inc MF2-GARCH Volatility Analysis

V-Lab

BXP Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:25.81% (-3.44%)

Analysis last updated: Friday, May 9, 2025 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.0376	17.26
$β$	0.8423	208.39
$γ$	0.1160	27.32
$λ_{1}$	0.2549	7.62
$λ_{2}$	0.9221	10.79
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 18, 1997 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts