V-Lab: BXP Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

BXP Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 4th, 2025:38.62% (+5.11%)

Analysis last updated: Tuesday, June 3, 2025 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9520	5.78
$α$	0.1128	8.74
$β$	0.8446	51.08
$γ_{1}$	0.0035	0.12
$γ_{2}$	0.0650	1.40
$γ_{3}$	-0.1697	-4.65
$γ_{4}$	0.1650	4.98
$γ_{5}$	-0.0527	-2.10
$γ_{6}$	-0.0361	-1.98

Estimation Period:
Jun 18, 1997 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts