V-Lab: Public Storage MF2-GARCH Volatility Analysis

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Public Storage MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:20.74% (-1.47%)

Analysis last updated: Saturday, December 13, 2025 at 01:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0612	14.48
$β$	0.6314	39.07
$γ$	0.1032	14.00
$λ_{1}$	0.0340	2.03
$λ_{2}$	0.0491	3.15
$λ_{3}$	0.9361	48.07

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts