Vornado Realty Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.02% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0238 | 14.63 | |
| 0.8765 | 280.02 | |
| 0.0907 | 21.77 | |
| 0.2779 | 0.28 | |
| 0.8791 | 0.27 | |
| 0.0568 | 0.02 |
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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