Vornado Realty Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.64% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7945 | 2.65 | |
| 0.0834 | 9.19 | |
| 0.8841 | 71.61 | |
| 0.1638 | 3.01 | |
| -0.2682 | -2.76 | |
| 0.2063 | 2.41 | |
| -0.1881 | -3.08 | |
| 0.1247 | 3.42 | |
| 0.0014 | 0.06 | |
| -0.1209 | -3.68 |
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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