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

V-Lab

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V-Lab

Prologis Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:32.82% (-1.50%)

Analysis last updated: Friday, April 26, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9365	6.03
$α$	0.0873	8.47
$β$	0.8870	71.23
$γ_{1}$	0.0649	4.97
$γ_{2}$	-0.1038	-5.34
$γ_{3}$	0.0602	4.74
$γ_{4}$	-0.0285	-3.23

Estimation Period:
Nov 21, 1997 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts