H&R Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.73% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 5.74 | |
| 0.0238 | 13.63 | |
| 0.9486 | 282.74 | |
| 0.0528 | 7.87 |
Estimation Period:
Dec 26, 1997 to Feb 20, 2026
Dec 26, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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