NH Prime Reit AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.09% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0482 | 11.05 | |
| 0.1561 | 16.34 | |
| 0.8034 | 76.66 | |
| -0.2084 | -5.20 |
Estimation Period:
Dec 5, 2019 to Feb 6, 2026
Dec 5, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Real Estate