V-Lab: Healthpeak Properties Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Healthpeak Properties Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:23.26% (-1.09%)

Analysis last updated: Friday, May 10, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5004	7.38
$α$	0.0742	33.24
$β$	0.9855	456.04
$ν$	7	6.87

Estimation Period:
Jan 1, 1990 to May 10, 2024