V-Lab: Kimco Realty Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kimco Realty Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 13th, 2024:22.53% (+0.31%)

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
$ω$	0.7329	2.86
$α$	0.0864	4.42
$β$	0.9042	40.27
$γ_{1}$	-0.0005	-1.54

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts