Vornado Realty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:37.45% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0460 | 11.95 | |
| 0.0274 | 13.30 | |
| 0.9277 | 417.11 | |
| 0.0641 | 10.58 |
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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