Vornado Realty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.30% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0460 | 11.97 | |
| 0.0274 | 13.31 | |
| 0.9277 | 416.40 | |
| 0.0639 | 10.54 |
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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