V-Lab: Equity Residential GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Equity Residential GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 13th, 2024:24.27% (-1.05%)

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
$ω$	2.3680	7.04
$α$	0.0736	34.53
$β$	0.9878	496.62
$ν$	7	6.20

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