H&R Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.88% (+4.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 5.71 | |
| 0.0238 | 13.58 | |
| 0.9484 | 279.76 | |
| 0.0530 | 7.85 |
Estimation Period:
Dec 26, 1997 to Feb 6, 2026
Dec 26, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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