V-Lab: Kimco Realty Corp GAS-GARCH Student T Volatility Analysis

V-Lab

Kimco Realty Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:25.29% (-1.14%)

Analysis last updated: Friday, May 9, 2025 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5424	6.71
$α$	0.0770	43.89
$β$	0.9909	691.96
$ν$	6.0186	11.57

Estimation Period:
Nov 22, 1991 to May 9, 2025