V-Lab: H&R Real Estate Investment Trust GJR-GARCH Volatility Analysis

V-Lab

H&R Real Estate Investment Trust GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:23.64% (-1.11%)

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
$ω$	0.0186	15.03
$α$	0.0551	20.00
$β$	0.9024	444.77
$γ$	0.0749	8.93

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

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Volatility Forecasts