Vornado Realty Trust EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:40.29% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 2.72 | |
| 0.1163 | 11.02 | |
| 0.9828 | 389.52 | |
| -0.0621 | -7.50 |
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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