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 Wednesday, June 4th, 2025:39.85% (+1.13%)

Analysis last updated: Tuesday, June 3, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8427	2.61
$α$	0.0839	9.20
$β$	0.8851	72.87
$γ_{1}$	0.1742	2.81
$γ_{2}$	-0.2827	-2.56
$γ_{3}$	0.2091	2.23
$γ_{4}$	-0.1790	-2.78
$γ_{5}$	0.1068	2.96
$γ_{6}$	0.0111	0.48
$γ_{7}$	-0.0769	-4.62

Estimation Period:
Jan 1, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts