V-Lab: Dream Office Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis

V-Lab

Dream Office Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:52.23% (+2.52%)

Analysis last updated: Thursday, June 5, 2025 at 01:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	39.2814	6.40
$α$	0.1104	126.94
$β$	0.9990	6,704.70
$ν$	3.3804	114.43

Estimation Period:
Dec 4, 1995 to May 30, 2025