V-Lab: Vornado Realty Trust Asy. MEM Volatility Analysis

V-Lab

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V-Lab

Vornado Realty Trust Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, November 13th, 2024:44.09% (+10.07%)

Analysis last updated: Tuesday, November 12, 2024 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0968	8.25
$α$	0.0713	4.14
$β$	0.8397	182.95
$γ$	0.1343	4.24

Estimation Period:
Jan 1, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts