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

V-Lab

Vornado Realty Trust GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 4th, 2025:34.23% (+2.51%)

Analysis last updated: Tuesday, June 3, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.1942	4.82
$α$	0.0812	39.02
$β$	0.9914	550.16
$ν$	5.5503	11.21

Estimation Period:
Jan 1, 1990 to May 30, 2025