NH Prime Reit GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.38% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0685 | 13.16 | |
| 0.1453 | 16.66 | |
| 0.7891 | 70.64 |
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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