Homeco Daily Needs Reit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.79% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1264 | 7.83 | |
| 0.0281 | 2.97 | |
| 0.9644 | 70.24 | |
| 0.0121 | 1.23 |
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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