NH All-One Reit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:12.28% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9524 | 4.47 | |
| 0.4069 | 3.99 | |
| 0.0171 | 0.32 | |
| 13.9703 | 4.96 | |
| -24.1070 | -5.79 | |
| 14.9349 | 5.38 | |
| -8.1275 | -2.59 | |
| 7.2640 | 2.06 | |
| -7.1266 | -2.09 | |
| 4.9494 | 1.48 | |
| -2.2472 | -0.82 |
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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