H&R Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:28.12% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0855 | 12.26 | |
| 0.6109 | 51.39 | |
| 0.2024 | 19.44 | |
| 0.0035 | 1.88 | |
| 0.0306 | 5.96 | |
| 0.9686 | 153.07 |
Estimation Period:
Dec 26, 1997 to Dec 12, 2025
Dec 26, 1997 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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