V-Lab: Dream Office Real Estate Investment Trust GJR-GARCH Volatility Analysis

V-Lab

Dream Office Real Estate Investment Trust GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:44.27% (+0.83%)

Analysis last updated: Thursday, June 5, 2025 at 01:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0321	12.88
$α$	0.0485	14.44
$β$	0.9072	329.53
$γ$	0.0886	11.35

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

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Volatility Forecasts