NH All-One Reit Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:11.32% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9651 | 4.50 | |
| 0.4038 | 4.01 | |
| 0.0153 | 0.29 | |
| 14.2338 | 5.05 | |
| -24.5223 | -5.90 | |
| 15.2055 | 5.49 | |
| -8.3531 | -2.68 | |
| 7.5179 | 2.16 | |
| -7.5405 | -2.31 | |
| 5.7499 | 1.95 | |
| -4.1426 | -1.13 |
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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