V-Lab: Healthpeak Properties Inc EGARCH Volatility Analysis

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V-Lab

Healthpeak Properties Inc EGARCH Volatility Analysis

Volatility Prediction for Wednesday, November 13th, 2024:27.56% (+2.79%)

Analysis last updated: Tuesday, November 12, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0214	10.98
$α$	0.1557	37.79
$β$	0.9832	1102.25
$γ$	-0.0480	-12.24

Estimation Period:
Jan 1, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts