Vornado Realty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:31.82% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0455 | 11.99 | |
| 0.0271 | 13.19 | |
| 0.9283 | 414.77 | |
| 0.0638 | 10.54 |
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Jan 1, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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