V-Lab: Ventas Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Ventas Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:26.85% (-1.28%)

Analysis last updated: Friday, May 10, 2024 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8103	5.63
$α$	0.1076	8.37
$β$	0.8363	45.32
$γ_{1}$	-0.0428	-0.78
$γ_{2}$	0.1950	2.05
$γ_{3}$	-0.3079	-3.21
$γ_{4}$	0.1849	2.00
$γ_{5}$	0.0699	0.99
$γ_{6}$	-0.2355	-3.88
$γ_{7}$	0.2384	4.30
$γ_{8}$	-0.1265	-2.11
$γ_{9}$	0.0410	0.55
$γ_{10}$	-0.0447	-0.50

Estimation Period:
Jan 1, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts