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

V-Lab

Kimco Realty Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 4th, 2025:24.98% (-0.76%)

Analysis last updated: Tuesday, June 3, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0455	9.88
$β$	0.9176	215.50
$γ$	0.0585	12.54
$λ_{1}$	3.2989	0.24
$λ_{2}$	0.1285	0.23
$λ_{3}$	0.0000	0.00

Estimation Period:
Nov 22, 1991 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts