V-Lab: Public Storage GAS-GARCH Student T Volatility Analysis

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Public Storage GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:23.82% (-0.96%)

Analysis last updated: Saturday, December 13, 2025 at 01:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4330	6.54
$α$	0.0593	30.60
$β$	0.9864	434.94
$ν$	5.8791	6.58

Estimation Period:
Jan 2, 1990 to Dec 12, 2025