V-Lab
Vornado Realty Trust AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:42.69% (-1.62%)
Analysis last updated: Wednesday, May 1, 2024 at 10:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0380 | 7.11 | |
| 0.0706 | 23.48 | |
| 0.9110 | 373.96 | |
| 0.5437 | 6.30 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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