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

V-Lab

Healthpeak Properties Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:21.54% (-0.97%)

Analysis last updated: Friday, May 9, 2025 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4748	7.62
$α$	0.0725	33.79
$β$	0.9856	471.80
$ν$	6.5236	7.00

Estimation Period:
Jan 1, 1990 to May 9, 2025