V-Lab: Vornado Realty Trust GAS-GARCH Student T Volatility Analysis

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V-Lab

Vornado Realty Trust GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 13th, 2024:37.66% (+6.21%)

Analysis last updated: Tuesday, November 12, 2024 at 10:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.1154	4.85
$α$	0.0818	37.98
$β$	0.9910	529.96
$ν$	6	10.78

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