H&R Real Estate Investment Trust EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.34% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 3.15 | |
| 0.1151 | 15.21 | |
| 0.9915 | 613.20 | |
| -0.0558 | -9.50 |
Estimation Period:
Dec 26, 1997 to Jan 30, 2026
Dec 26, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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