H&R Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.94% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2019 | 4.29 | |
| 0.0965 | 33.34 | |
| 0.9885 | 378.45 | |
| 5.0655 | 11.35 |
Estimation Period:
Dec 26, 1997 to Feb 20, 2026
Dec 26, 1997 to Feb 20, 2026
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