H&R Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
15.24%
decreased by 0.02%
1 Week
16.86%
increased by 1.60%
1 Month
18.48%
increased by 3.22%
Analysis last updated: Wednesday, June 10, 2026 at 12:50 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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