Homeco Daily Needs Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.88% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0111 | 4.38 | |
| 0.0302 | 6.06 | |
| 0.9661 | 332.00 | |
| -0.0026 | -0.31 |
Estimation Period:
Nov 23, 2020 to Feb 6, 2026
Nov 23, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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