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

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Equity Residential GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:16.01% (-0.40%)

Analysis last updated: Saturday, December 13, 2025 at 12:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3350	7.33
$α$	0.0730	35.58
$β$	0.9871	491.85
$ν$	7.0127	6.48

Estimation Period:
Aug 12, 1993 to Dec 12, 2025