Vornado Realty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:39.83% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0458 | 11.94 | |
| 0.0274 | 13.28 | |
| 0.9279 | 418.90 | |
| 0.0640 | 10.64 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other Vornado Realty Trust Analyses
Other GJR-GARCH Analyses on Real Estate