NH Prime Reit EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.84% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 4.39 | |
| 0.2704 | 24.46 | |
| 0.9400 | 164.85 | |
| 0.0457 | 2.74 |
Estimation Period:
Dec 5, 2019 to Feb 6, 2026
Dec 5, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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