V-Lab: Boston Properties Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Boston Properties Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:38.59% (-1.55%)

Analysis last updated: Friday, May 3, 2024 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8947	5.24
$α$	0.1176	8.42
$β$	0.8314	45.65
$γ_{1}$	-0.0208	-0.30
$γ_{2}$	0.0679	0.68
$γ_{3}$	0.0404	0.63
$γ_{4}$	-0.3116	-4.42
$γ_{5}$	0.3957	5.32
$γ_{6}$	-0.2421	-3.63
$γ_{7}$	0.1598	2.72
$γ_{8}$	-0.1547	-3.86

Estimation Period:
Jun 18, 1997 to May 3, 2024

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