Home Reit PLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:48.99% (+7.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0409 | 3.04 | |
| 0.0265 | 2.27 | |
| 0.9777 | 231.57 | |
| -0.1771 | -6.19 |
Estimation Period:
Oct 12, 2020 to May 30, 2025
Oct 12, 2020 to May 30, 2025
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