V-Lab
V-Lab
Public Storage EGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 13th, 2024:35.16% (+0.84%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Public Storage EGARCH
paramt-stat
ω0.022212.71
α0.133232.51
β0.98361138.39
γ-0.0380-7.67
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts