Vornado Realty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.57% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0459 | 11.95 | |
| 0.0274 | 13.30 | |
| 0.9277 | 417.71 | |
| 0.0640 | 10.59 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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