Vornado Realty Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:37.61% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0239 | 14.51 | |
| 0.8769 | 283.97 | |
| 0.0901 | 22.05 | |
| 0.2696 | 0.28 | |
| 0.8633 | 0.28 | |
| 0.0759 | 0.02 |
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 MF2-GARCH Analyses on Real Estate