V-Lab: Equity Residential GJR-GARCH Volatility Analysis

V-Lab

Equity Residential GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:24.58% (-1.08%)

Analysis last updated: Friday, May 9, 2025 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0415	21.50
$α$	0.0518	18.22
$β$	0.8985	349.76
$γ$	0.0661	10.01

Estimation Period:
Aug 12, 1993 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts