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

V-Lab

Public Storage GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 4th, 2025:23.43% (+1.55%)

Analysis last updated: Tuesday, June 3, 2025 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4515	6.43
$α$	0.0598	30.61
$β$	0.9866	434.04
$ν$	5.8635	6.64

Estimation Period:
Jan 2, 1990 to May 30, 2025