Vornado Realty Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:42.15% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8199 | 2.61 | |
| 0.0830 | 9.27 | |
| 0.8866 | 75.16 | |
| 0.1634 | 2.92 | |
| -0.2675 | -2.67 | |
| 0.2062 | 2.33 | |
| -0.1896 | -3.00 | |
| 0.1327 | 3.57 | |
| -0.0246 | -1.08 | |
| -0.0490 | -3.30 |
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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