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

V-Lab

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V-Lab

Ventas Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:31.55% (-1.80%)

Analysis last updated: Tuesday, May 7, 2024 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7750	5.43
$α$	0.1075	8.36
$β$	0.8365	45.33
$γ_{1}$	-0.0359	-0.64
$γ_{2}$	0.1796	1.85
$γ_{3}$	-0.2932	-2.99
$γ_{4}$	0.1774	1.88
$γ_{5}$	0.0670	0.94
$γ_{6}$	-0.2249	-3.69
$γ_{7}$	0.2263	4.06
$γ_{8}$	-0.1167	-1.96
$γ_{9}$	0.0337	0.49
$γ_{10}$	-0.0308	-0.59

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts