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

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BXP Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:28.30% (-0.89%)

Analysis last updated: Saturday, December 13, 2025 at 12:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9753	5.87
$α$	0.1097	8.73
$β$	0.8497	53.37
$γ_{1}$	0.0128	0.45
$γ_{2}$	0.0447	1.02
$γ_{3}$	-0.1504	-4.35
$γ_{4}$	0.1584	4.82
$γ_{5}$	-0.0624	-2.51
$γ_{6}$	-0.0238	-1.41

Estimation Period:
Jun 18, 1997 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts