H&R Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
15.26%
decreased by 0.47%
1 Week
16.92%
increased by 1.19%
1 Month
18.59%
increased by 2.86%
Analysis last updated: Tuesday, June 9, 2026 at 01:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0846 | 12.29 | |
| 0.6045 | 49.29 | |
| 0.2029 | 19.51 | |
| 0.0043 | 2.00 | |
| 0.0326 | 5.61 | |
| 0.9659 | 132.92 |
Estimation Period:
Dec 26, 1997 to Jun 5, 2026
Dec 26, 1997 to Jun 5, 2026
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