V-Lab: Prologis Inc MF2-GARCH Volatility Analysis

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Prologis Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:18.60% (-0.27%)

Analysis last updated: Saturday, December 13, 2025 at 01:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0318	11.63
$β$	0.8738	182.00
$γ$	0.0960	22.44
$λ_{1}$	0.0107	9.15
$λ_{2}$	0.0277	7.04
$λ_{3}$	0.9680	218.95

Estimation Period:
Nov 21, 1997 to Dec 12, 2025

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