BXP Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.66% (+2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8908 | 5.15 | |
| 0.1100 | 8.29 | |
| 0.8405 | 47.91 | |
| -0.0143 | -0.18 | |
| 0.0370 | 0.31 | |
| 0.1128 | 1.34 | |
| -0.3748 | -4.14 | |
| 0.3660 | 4.61 | |
| -0.1440 | -2.31 | |
| 0.0513 | 0.87 | |
| -0.0122 | -0.17 | |
| -0.1703 | -1.60 |
Estimation Period:
Jun 18, 1997 to Feb 6, 2026
Jun 18, 1997 to Feb 6, 2026
News Impact Curve
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