V-Lab: Ventas Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Ventas Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 4th, 2025:22.72% (+0.42%)

Analysis last updated: Tuesday, June 3, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8163	5.61
$α$	0.1020	8.18
$β$	0.8418	46.37
$γ_{1}$	-0.0137	-0.26
$γ_{2}$	0.1415	1.61
$γ_{3}$	-0.2814	-3.14
$γ_{4}$	0.2107	2.31
$γ_{5}$	0.0006	0.01
$γ_{6}$	-0.1631	-2.99
$γ_{7}$	0.1970	3.86
$γ_{8}$	-0.1099	-2.21
$γ_{9}$	0.0133	0.23
$γ_{10}$	0.0008	0.02

Estimation Period:
Jan 1, 1990 to May 30, 2025

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