V-Lab: Welltower Inc MF2-GARCH Volatility Analysis

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Welltower Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:30.22% (-1.38%)

Analysis last updated: Monday, December 15, 2025 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0649	19.68
$β$	0.8014	138.84
$γ$	0.1029	19.66
$λ_{1}$	0.0345	4.59
$λ_{2}$	0.0413	4.59
$λ_{3}$	0.9436	76.23

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

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Volatility Forecasts