V-Lab: Equity Residential MF2-GARCH Volatility Analysis

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V-Lab

Equity Residential MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:15.46% (-0.53%)

Analysis last updated: Monday, December 15, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0401	17.22
$β$	0.8564	212.61
$γ$	0.0877	23.10
$λ_{1}$	0.3810	11.89
$λ_{2}$	0.8120	64.36
$λ_{3}$	0.0000	0.00

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

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Volatility Forecasts

Volatility Forecasts