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 Tuesday, June 3rd, 2025:24.10% (-1.99%)

Analysis last updated: Tuesday, June 3, 2025 at 01:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2802	4.61
$α$	0.0985	35.99
$β$	0.9894	443.09
$ν$	5.3899	11.41

Estimation Period:
Dec 26, 1997 to May 30, 2025