V-Lab: Vornado Realty Trust MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Vornado Realty Trust MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:69.90% (+26.00%)

Analysis last updated: Tuesday, May 7, 2024 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0268	16.64
$β$	0.8747	278.12
$γ$	0.0883	20.61
$λ_{1}$	0.2781	0.33
$λ_{2}$	0.9429	0.33
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts