V-Lab: Equity Residential MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Equity Residential MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:19.29% (+0.06%)

Analysis last updated: Thursday, May 9, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0388	17.07
$β$	0.8697	232.78
$γ$	0.0810	22.50
$λ_{1}$	0.3783	12.46
$λ_{2}$	0.8176	70.29
$λ_{3}$	0.0000	0.00

Estimation Period:
Aug 12, 1993 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts