V-Lab: Equity Residential MF2-GARCH Volatility Analysis

V-Lab

Equity Residential MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:21.70% (-0.93%)

Analysis last updated: Friday, May 9, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0387	16.71
$β$	0.8606	219.70
$γ$	0.0884	23.36
$λ_{1}$	0.3829	12.03
$λ_{2}$	0.8148	63.50
$λ_{3}$	0.0000	0.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts