V-Lab
Empire State Realty OP LP Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:63.58% (-1.00%)
Analysis last updated: Thursday, May 16, 2024 at 09:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1164 | 3.93 | |
| 0.0919 | 2.96 | |
| 0.6832 | 8.68 | |
| 3.9199 | 2.60 | |
| -4.1768 | -1.86 | |
| -0.7035 | -0.52 | |
| 2.1987 | 2.04 | |
| -2.3587 | -1.79 | |
| 4.0182 | 2.24 | |
| -6.7996 | -3.38 | |
| 6.4842 | 4.04 | |
| -3.5116 | -2.72 | |
| 0.0274 | 0.01 |
Estimation Period:
Oct 8, 2013 to May 10, 2024
Oct 8, 2013 to May 10, 2024
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