Vornado Realty Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:40.83% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8151 | 2.61 | |
| 0.0826 | 9.27 | |
| 0.8870 | 75.59 | |
| 0.1624 | 2.93 | |
| -0.2661 | -2.67 | |
| 0.2056 | 2.33 | |
| -0.1901 | -3.01 | |
| 0.1344 | 3.62 | |
| -0.0270 | -1.18 | |
| -0.0471 | -3.20 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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