NH All-One Reit AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:13.80% (+3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3446 | 19.88 | |
| 0.5021 | 17.67 | |
| 0.2338 | 10.29 | |
| 0.1120 | 3.30 |
Estimation Period:
Nov 18, 2021 to Feb 13, 2026
Nov 18, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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