V-Lab: Ventas Inc MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Ventas Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:23.17% (-0.79%)

Analysis last updated: Saturday, December 13, 2025 at 01:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0138	7.90
$β$	0.8856	194.13
$γ$	0.1288	26.18
$λ_{1}$	0.0076	7.48
$λ_{2}$	0.0119	9.15
$λ_{3}$	0.9864	627.85

Estimation Period:
Jan 1, 1990 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts