H&R Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:16.85% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2170 | 4.28 | |
| 0.0976 | 33.36 | |
| 0.9884 | 374.54 | |
| 5.0541 | 11.41 |
Estimation Period:
Dec 26, 1997 to Dec 5, 2025
Dec 26, 1997 to Dec 5, 2025
Other H&R Real Estate Investment Trust Analyses
Other GAS-GARCH Student T Analyses on Real Estate