Empire State Realty OP LP Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:48.95% (-2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9843 | 3.53 | |
| 0.0971 | 4.07 | |
| 0.7739 | 18.44 | |
| 2.9255 | 2.80 | |
| -3.9578 | -2.57 | |
| 1.4491 | 1.36 | |
| -0.5099 | -0.48 | |
| 1.3712 | 1.18 | |
| -3.4410 | -2.36 | |
| 3.9100 | 2.59 | |
| -3.2049 | -3.00 | |
| 2.0406 | 3.34 |
Estimation Period:
Oct 8, 2013 to Jan 30, 2026
Oct 8, 2013 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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