BXP Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
33.93%
increased by 4.21%
1 Week
34.47%
increased by 4.75%
1 Month
35.99%
increased by 6.27%
Analysis last updated: Monday, June 8, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9026 | 5.29 | |
| 0.1095 | 8.48 | |
| 0.8407 | 48.09 | |
| -0.0089 | -0.11 | |
| 0.0344 | 0.30 | |
| 0.1015 | 1.27 | |
| -0.3666 | -4.22 | |
| 0.3819 | 4.82 | |
| -0.1812 | -2.89 | |
| 0.1072 | 1.98 | |
| -0.1161 | -2.14 | |
| 0.0424 | 1.01 |
Estimation Period:
Jun 18, 1997 to Jun 5, 2026
Jun 18, 1997 to Jun 5, 2026
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