STAG Industrial Inc MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
20.64%
decreased by 0.53%
1 Week
20.74%
decreased by 0.43%
1 Month
21.04%
decreased by 0.13%
Analysis last updated: Tuesday, June 9, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8966 | 164.63 | |
| 0.1019 | 19.25 | |
| 0.0099 | 2.42 | |
| 0.0171 | 2.79 | |
| 0.9780 | 127.24 |
Estimation Period:
Apr 15, 2011 to Jun 5, 2026
Apr 15, 2011 to Jun 5, 2026
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