Empire State Realty Trust, Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.78% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 8.84 | |
| 0.0390 | 14.39 | |
| 0.9310 | 356.01 | |
| 0.0508 | 7.11 |
Estimation Period:
Oct 2, 2013 to Feb 6, 2026
Oct 2, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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