BXP Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:38.13% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9054 | 5.21 | |
| 0.1102 | 8.49 | |
| 0.8412 | 48.47 | |
| -0.0098 | -0.12 | |
| 0.0339 | 0.29 | |
| 0.1059 | 1.27 | |
| -0.3663 | -4.04 | |
| 0.3668 | 4.55 | |
| -0.1576 | -2.51 | |
| 0.0833 | 1.48 | |
| -0.0871 | -1.48 | |
| 0.0155 | 0.34 |
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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