NH Prime Reit MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.03% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2844 | 28.56 | |
| 0.8121 | 120.72 | |
| -0.1935 | -17.55 | |
| 0.2923 | 13.86 | |
| 0.0000 | 0.01 | |
| 0.9991 | 753.44 |
Estimation Period:
Dec 5, 2019 to Feb 6, 2026
Dec 5, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other NH Prime Reit Analyses
Other MF2-GARCH Analyses on Real Estate