NH Prime Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:14.90% (+3.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0387 | 11.17 | |
| 0.2298 | 9.25 | |
| 0.8284 | 88.71 | |
| -0.1331 | -4.33 |
Estimation Period:
Dec 5, 2019 to Feb 13, 2026
Dec 5, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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