V-Lab
Vornado Realty Trust AGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:46.87% (-1.72%)
Analysis last updated: Thursday, May 16, 2024 at 10:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0365 | 6.98 | |
| 0.0694 | 23.09 | |
| 0.9128 | 372.43 | |
| 0.5469 | 6.28 |
Estimation Period:
Jan 1, 1990 to May 10, 2024
Jan 1, 1990 to May 10, 2024
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