V-Lab
Vornado Realty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:59.90% (+2.36%)
Analysis last updated: Monday, April 15, 2024 at 09:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0499 | 11.56 | |
| 0.0308 | 14.44 | |
| 0.9221 | 386.61 | |
| 0.0644 | 8.99 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024
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