H&R Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
16.52%
decreased by 0.37%
1 Week
16.62%
decreased by 0.27%
1 Month
16.99%
increased by 0.10%
Analysis last updated: Tuesday, June 9, 2026 at 01:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0080 | 5.82 | |
| 0.0240 | 13.81 | |
| 0.9484 | 282.93 | |
| 0.0524 | 7.80 |
Estimation Period:
Dec 26, 1997 to Jun 5, 2026
Dec 26, 1997 to Jun 5, 2026
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