NH All-One Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:11.98% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3330 | 19.13 | |
| 0.3993 | 9.27 | |
| 0.2720 | 10.82 | |
| 0.1310 | 1.67 |
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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