Vornado Realty Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:37.24% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0239 | 14.70 | |
| 0.8765 | 281.85 | |
| 0.0905 | 21.85 | |
| 0.2769 | 0.28 | |
| 0.8839 | 0.27 | |
| 0.0534 | 0.02 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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