V-Lab: H&R Real Estate Investment Trust MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

H&R Real Estate Investment Trust MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:21.59% (+1.89%)

Analysis last updated: Tuesday, November 12, 2024 at 01:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.7622	7621870.00
$β$	0.0000	100.00
$γ$	0.4756	4756050.00
$λ_{1}$	0.0551	550680.00
$λ_{2}$	0.0000	260.00
$λ_{3}$	0.7075	7075250.00

Estimation Period:
Dec 26, 1997 to Nov 8, 2024

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