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

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Ventas Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:22.24% (-0.53%)

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
$ω$	1.9289	5.81
$α$	0.0993	8.29
$β$	0.8511	49.67
$γ_{1}$	-0.0026	-0.05
$γ_{2}$	0.1231	1.45
$γ_{3}$	-0.2737	-3.11
$γ_{4}$	0.2207	2.37
$γ_{5}$	-0.0295	-0.41
$γ_{6}$	-0.1209	-2.21
$γ_{7}$	0.1613	3.07
$γ_{8}$	-0.0881	-1.80
$γ_{9}$	-0.0137	-0.26
$γ_{10}$	0.0316	0.75

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

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