V-Lab: Equity Residential Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Equity Residential Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:17.34% (-0.30%)

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
$ω$	1.2873	4.56
$α$	0.0903	8.54
$β$	0.8809	67.87
$γ_{1}$	0.0280	1.64
$γ_{2}$	-0.0181	-0.78
$γ_{3}$	-0.0351	-2.38
$γ_{4}$	0.0491	3.29
$γ_{5}$	-0.0333	-3.13

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts