Diversified Healthcare Trust EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.10% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 11.35 | |
| 0.1810 | 25.45 | |
| 0.9927 | 1,314.81 | |
| -0.0360 | -8.14 |
Estimation Period:
Oct 7, 1999 to Feb 6, 2026
Oct 7, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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