V-Lab: BXP Inc MF2-GARCH Volatility Analysis

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BXP Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:24.37% (-0.80%)

Analysis last updated: Saturday, December 13, 2025 at 12:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0480	18.96
$β$	0.8294	166.45
$γ$	0.1174	25.72
$λ_{1}$	0.0154	6.94
$λ_{2}$	0.0661	8.32
$λ_{3}$	0.9295	106.86

Estimation Period:
Jun 18, 1997 to Dec 12, 2025

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