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 Monday, May 20th, 2024:23.18% (-1.10%)

Analysis last updated: Friday, May 17, 2024 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0725	19.78
$β$	0.6954	49.91
$γ$	0.1057	15.44
$λ_{1}$	0.0268	3.57
$λ_{2}$	0.0487	4.72
$λ_{3}$	0.9404	71.58

Estimation Period:
Jan 1, 1990 to May 17, 2024

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