V-Lab: Equity Residential APARCH Volatility Analysis

V-Lab

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V-Lab

Equity Residential APARCH Volatility Analysis

Volatility Prediction for Wednesday, November 13th, 2024:26.29% (-0.99%)

Analysis last updated: Tuesday, November 12, 2024 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0372	22.06
$α$	0.0839	32.35
$β$	0.9029	364.37
$γ$	0.2063	16.91
$δ$	1.8243	36.14

Estimation Period:
Aug 12, 1993 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts