Public Storage GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:21.93% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0489 | 18.31 | |
| 0.0387 | 16.44 | |
| 0.9177 | 373.49 | |
| 0.0490 | 7.83 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
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