Vornado Realty Trust EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.26% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 2.72 | |
| 0.1164 | 11.02 | |
| 0.9827 | 389.97 | |
| -0.0620 | -7.48 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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