V-Lab: Kimco Realty Corp APARCH Volatility Analysis

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V-Lab

Kimco Realty Corp APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:21.81% (-0.74%)

Analysis last updated: Thursday, May 9, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0298	15.90
$α$	0.0789	13.12
$β$	0.9093	243.78
$γ$	0.1860	8.58
$δ$	2.0754	15.88

Estimation Period:
Nov 22, 1991 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts