V-Lab: A Self-Administered Real Estate Investment Trust Inc GAS-GARCH Student T Volatility Analysis

V-Lab

A Self-Administered Real Estate Investment Trust Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 4th, 2025:1.17% (0.00%)

Analysis last updated: Wednesday, June 4, 2025 at 01:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1296	0.21
$α$	0.1561	41.36
$β$	0.9990	213.55
$ν$	2.0000	774.89

Estimation Period:
Jul 14, 2011 to Jun 2, 2025