V-Lab: H&R Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis

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V-Lab

H&R Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:20.04% (+1.03%)

Analysis last updated: Friday, April 26, 2024 at 02:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2390	4.59
$α$	0.0986	35.99
$β$	0.9893	437.56
$ν$	5	11.62

Estimation Period:
Dec 26, 1997 to Apr 19, 2024