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

Skip to main content

V-Lab

Vornado Realty Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:37.97% (-0.92%)

Analysis last updated: Saturday, December 13, 2025 at 01:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8173	2.62
$α$	0.0828	9.20
$β$	0.8862	74.32
$γ_{1}$	0.1659	2.92
$γ_{2}$	-0.2713	-2.66
$γ_{3}$	0.2076	2.33
$γ_{4}$	-0.1885	-2.99
$γ_{5}$	0.1278	3.49
$γ_{6}$	-0.0162	-0.71
$γ_{7}$	-0.0565	-3.73

Estimation Period:
Jan 1, 1990 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts