V-Lab
V-Lab
Public Storage EGARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:24.13% (-1.08%)

Analysis last updated: Friday, May 10, 2024 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Public Storage EGARCH
paramt-stat
ω0.022112.56
α0.133332.05
β0.98351124.05
γ-0.0391-8.14
Estimation Period:
Jan 2, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts