Homeco Daily Needs Reit GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.47% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1712 | 4.02 | |
| 0.0351 | 10.06 | |
| 0.9921 | 528.58 | |
| 7.8504 | 1.66 |
Estimation Period:
Nov 23, 2020 to Feb 6, 2026
Nov 23, 2020 to Feb 6, 2026
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