Skip to main content
V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of STAG Industrial Inc MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m61
α0.00000.00
β0.8966164.63
γ0.101919.25
λ10.00992.42
λ20.01712.79
λ30.9780127.24
Estimation Period:
Apr 15, 2011 to Jun 5, 2026