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

V-Lab

BXP Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:29.30% (-0.46%)

Analysis last updated: Friday, May 9, 2025 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9510	5.76
$α$	0.1136	8.77
$β$	0.8436	50.78
$γ_{1}$	0.0026	0.08
$γ_{2}$	0.0670	1.43
$γ_{3}$	-0.1716	-4.68
$γ_{4}$	0.1659	5.00
$γ_{5}$	-0.0526	-2.08
$γ_{6}$	-0.0363	-1.96

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts