Vornado Realty Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.45% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8280 | 2.61 | |
| 0.0828 | 9.28 | |
| 0.8870 | 75.65 | |
| 0.1642 | 2.92 | |
| -0.2689 | -2.66 | |
| 0.2069 | 2.32 | |
| -0.1894 | -2.98 | |
| 0.1319 | 3.54 | |
| -0.0242 | -1.05 | |
| -0.0487 | -3.26 |
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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