NH Prime Reit Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.90% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9057 | 4.48 | |
| 0.1811 | 3.23 | |
| 0.6131 | 4.97 | |
| 0.5192 | 0.50 | |
| 0.2788 | 0.17 | |
| 0.4690 | 0.33 | |
| -3.7948 | -1.87 | |
| 4.3090 | 1.52 | |
| -3.1684 | -1.07 | |
| 4.2885 | 1.73 |
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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