H&R Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:32.12% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 5.53 | |
| 0.0223 | 12.84 | |
| 0.9500 | 291.77 | |
| 0.0538 | 8.31 |
Estimation Period:
Dec 26, 1997 to Dec 5, 2025
Dec 26, 1997 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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