Vornado Realty Trust AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:36.13% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 6.68 | |
| 0.0680 | 23.60 | |
| 0.9160 | 402.46 | |
| 0.5631 | 6.65 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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