V-Lab: H&R Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis

V-Lab

H&R Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:20.82% (-1.72%)

Analysis last updated: Friday, May 9, 2025 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2630	4.64
$α$	0.0992	35.69
$β$	0.9892	434.22
$ν$	5.3847	11.38

Estimation Period:
Dec 26, 1997 to May 2, 2025