Empire State Realty OP LP Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:75.53% (-2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9830 | 3.63 | |
| 0.0931 | 3.88 | |
| 0.7718 | 17.15 | |
| 2.9349 | 2.91 | |
| -3.9727 | -2.67 | |
| 1.4534 | 1.42 | |
| -0.4879 | -0.47 | |
| 1.3119 | 1.19 | |
| -3.4145 | -2.45 | |
| 4.1085 | 2.76 | |
| -4.0050 | -3.46 | |
| 4.5972 | 4.13 |
Estimation Period:
Oct 8, 2013 to Feb 6, 2026
Oct 8, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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