V-Lab
Vornado Realty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 13th, 2024:35.51% (+11.36%)
Analysis last updated: Tuesday, November 12, 2024 at 10:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0489 | 11.60 | |
| 0.0296 | 14.26 | |
| 0.9234 | 398.54 | |
| 0.0656 | 9.49 |
Estimation Period:
Jan 1, 1990 to Nov 8, 2024
Jan 1, 1990 to Nov 8, 2024
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