V-Lab: Life Storage Inc EGARCH Volatility Analysis

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V-Lab

Life Storage Inc EGARCH Volatility Analysis

Volatility Prediction for Thursday, July 20th, 2023:26.40% (-0.37%)

Analysis last updated: Wednesday, July 19, 2023 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0260	13.32
$α$	0.1641	36.90
$β$	0.9784	869.72
$γ$	-0.0557	-13.82

Estimation Period:
Jun 21, 1995 to Jul 14, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts