V-Lab: Vornado Realty Trust APARCH Volatility Analysis

V-Lab

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V-Lab

Vornado Realty Trust APARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:45.72% (-1.69%)

Analysis last updated: Friday, April 26, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0482	7.29
$α$	0.0597	12.03
$β$	0.9231	322.54
$γ$	0.2805	10.60
$δ$	1.9189	15.60

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts