H&R Real Estate Investment Trust EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.37% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 3.16 | |
| 0.1149 | 15.25 | |
| 0.9916 | 615.88 | |
| -0.0558 | -9.52 |
Estimation Period:
Dec 26, 1997 to Feb 13, 2026
Dec 26, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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