V-Lab: Kimco Realty Corp MF2-GARCH Volatility Analysis

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Kimco Realty Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:18.03% (+0.46%)

Analysis last updated: Monday, December 15, 2025 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0453	9.98
$β$	0.9172	216.48
$γ$	0.0585	12.54
$λ_{1}$	3.1386	0.24
$λ_{2}$	0.1290	0.24
$λ_{3}$	0.0000	0.00

Estimation Period:
Nov 22, 1991 to Dec 12, 2025

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Volatility Forecasts