Empire State Realty Trust, Inc. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.12% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5408 | 5.09 | |
| 0.1023 | 5.88 | |
| 0.8376 | 33.44 | |
| -0.0733 | -0.92 | |
| 0.1969 | 1.77 | |
| -0.2413 | -3.94 | |
| 0.1420 | 3.34 |
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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