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

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V-Lab

Kimco Realty Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 13th, 2024:23.43% (+0.74%)

Analysis last updated: Tuesday, November 12, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5231	6.71
$α$	0.0772	43.47
$β$	0.9909	693.45
$ν$	6	11.39

Estimation Period:
Nov 22, 1991 to Nov 8, 2024