Vornado Realty Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.81% (+1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7976 | 2.65 | |
| 0.0832 | 9.18 | |
| 0.8845 | 71.89 | |
| 0.1644 | 3.01 | |
| -0.2691 | -2.75 | |
| 0.2067 | 2.40 | |
| -0.1879 | -3.06 | |
| 0.1237 | 3.39 | |
| 0.0032 | 0.13 | |
| -0.1242 | -3.79 |
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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