Empire State Realty OP LP Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:73.06% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9873 | 3.67 | |
| 0.0931 | 3.81 | |
| 0.7673 | 16.50 | |
| 2.9611 | 2.94 | |
| -3.9975 | -2.68 | |
| 1.4511 | 1.41 | |
| -0.5193 | -0.50 | |
| 1.4176 | 1.27 | |
| -3.5661 | -2.55 | |
| 4.2574 | 2.90 | |
| -4.1200 | -3.66 | |
| 4.5744 | 4.32 |
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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