V-Lab: Healthpeak Properties Inc MF2-GARCH Volatility Analysis

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V-Lab

Healthpeak Properties Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:27.87% (+2.01%)

Analysis last updated: Monday, November 11, 2024 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0681	19.38
$β$	0.7076	51.12
$γ$	0.1040	15.58
$λ_{1}$	0.0263	3.54
$λ_{2}$	0.0478	4.59
$λ_{3}$	0.9416	71.22

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts