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

V-Lab

Equity Residential Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 4th, 2025:22.28% (+0.25%)

Analysis last updated: Tuesday, June 3, 2025 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2741	4.48
$α$	0.0890	8.42
$β$	0.8829	68.54
$γ_{1}$	0.0265	1.47
$γ_{2}$	-0.0133	-0.54
$γ_{3}$	-0.0420	-2.59
$γ_{4}$	0.0550	3.41
$γ_{5}$	-0.0361	-3.19

Estimation Period:
Aug 12, 1993 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts