V-Lab: Dream Office Real Estate Investment Trust MF2-GARCH Volatility Analysis

V-Lab

Dream Office Real Estate Investment Trust MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:39.41% (+3.21%)

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
$m$	31
$α$	0.1562	19.31
$β$	0.6631	55.16
$γ$	0.1112	9.53
$λ_{1}$	0.0059	4.88
$λ_{2}$	0.0226	9.11
$λ_{3}$	0.9762	348.41

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts