V-Lab: Public Storage Asy. MEM Volatility Analysis

V-Lab

| |

V-Lab

Public Storage Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, November 13th, 2024:31.42% (-1.95%)

Analysis last updated: Tuesday, November 12, 2024 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0856	32.40
$α$	0.1781	38.11
$β$	0.7691	226.95
$γ$	0.0451	5.44

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts