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

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V-Lab

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

Volatility Prediction for Tuesday, November 12th, 2024:21.93% (+0.41%)

Analysis last updated: Tuesday, November 12, 2024 at 01:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2240	4.64
$α$	0.0974	35.89
$β$	0.9894	445.69
$ν$	5	11.32

Estimation Period:
Dec 26, 1997 to Nov 8, 2024