V-Lab: Empire State Realty OP LP Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Empire State Realty OP LP Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:71.06% (+1.79%)

Analysis last updated: Friday, April 26, 2024 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1029	3.88
$α$	0.0935	3.03
$β$	0.6830	8.85
$γ_{1}$	3.8343	2.52
$γ_{2}$	-4.0656	-1.80
$γ_{3}$	-0.7301	-0.53
$γ_{4}$	2.1864	2.02
$γ_{5}$	-2.3277	-1.76
$γ_{6}$	3.9972	2.22
$γ_{7}$	-6.8402	-3.39
$γ_{8}$	6.6795	4.21
$γ_{9}$	-4.0615	-3.72
$γ_{10}$	1.5036	2.12

Estimation Period:
Oct 8, 2013 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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