Empire State Realty Trust, Inc. MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.84% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0569 | 11.50 | |
| 0.7570 | 41.04 | |
| 0.1146 | 12.62 | |
| 0.0050 | 2.04 | |
| 0.0307 | 3.89 | |
| 0.9688 | 118.87 |
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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