V-Lab: Vornado Realty Trust MF2-GARCH Volatility Analysis

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Vornado Realty Trust MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:30.89% (+0.21%)

Analysis last updated: Monday, December 15, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0237	14.57
$β$	0.8766	280.32
$γ$	0.0909	21.78
$λ_{1}$	0.2728	0.28
$λ_{2}$	0.8777	0.27
$λ_{3}$	0.0617	0.02

Estimation Period:
Jan 1, 1990 to Dec 12, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts