V-Lab: Vornado Realty Trust Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Vornado Realty Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:44.58% (-1.60%)

Analysis last updated: Friday, May 9, 2025 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8471	2.61
$α$	0.0836	9.19
$β$	0.8856	73.27
$γ_{1}$	0.1753	2.80
$γ_{2}$	-0.2840	-2.54
$γ_{3}$	0.2086	2.21
$γ_{4}$	-0.1767	-2.74
$γ_{5}$	0.1032	2.85
$γ_{6}$	0.0153	0.66
$γ_{7}$	-0.0800	-4.76

Estimation Period:
Jan 1, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts