V-Lab: Life Storage Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Life Storage Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, July 20th, 2023:24.03% (-0.84%)

Analysis last updated: Wednesday, July 19, 2023 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2784	8.49
$α$	0.0714	29.56
$β$	0.9815	417.66
$ν$	6	7.53

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