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

V-Lab

Public Storage GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:23.81% (-0.16%)

Analysis last updated: Friday, May 9, 2025 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4536	6.44
$α$	0.0600	30.67
$β$	0.9865	432.49
$ν$	5.8709	6.63

Estimation Period:
Jan 2, 1990 to May 9, 2025