NH Prime Reit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.45% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9297 | 4.72 | |
| 0.1683 | 2.90 | |
| 0.6091 | 4.59 | |
| 0.5984 | 1.11 | |
| 0.5050 | 0.58 | |
| -2.3852 | -2.94 | |
| 1.9913 | 2.25 | |
| -0.9328 | -1.35 |
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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