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

V-Lab

Equity Residential Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:23.91% (-1.02%)

Analysis last updated: Friday, May 9, 2025 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2740	4.47
$α$	0.0893	8.42
$β$	0.8824	68.02
$γ_{1}$	0.0264	1.46
$γ_{2}$	-0.0130	-0.52
$γ_{3}$	-0.0425	-2.60
$γ_{4}$	0.0553	3.42
$γ_{5}$	-0.0362	-3.19

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts