V-Lab: Ventas Inc MF2-GARCH Volatility Analysis

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V-Lab

Ventas Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:23.18% (-0.65%)

Analysis last updated: Monday, November 11, 2024 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0156	7.94
$β$	0.8784	179.46
$γ$	0.1342	25.44
$λ_{1}$	0.0081	7.28
$λ_{2}$	0.0128	9.25
$λ_{3}$	0.9853	587.57

Estimation Period:
Jan 1, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts