V-Lab: Healthpeak Properties Inc GJR-GARCH Volatility Analysis

V-Lab

Healthpeak Properties Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 4th, 2025:25.97% (+0.25%)

Analysis last updated: Tuesday, June 3, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0446	19.45
$α$	0.0367	16.89
$β$	0.9120	418.53
$γ$	0.0679	11.13

Estimation Period:
Jan 1, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts