V-Lab: H&R Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis

V-Lab

H&R Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, June 3rd, 2025:25.20% (-1.67%)

Analysis last updated: Tuesday, June 3, 2025 at 01:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0880	5.99
$α$	0.1141	8.34
$β$	0.8318	42.12
$γ_{1}$	-0.0008	-0.01
$γ_{2}$	0.1347	0.87
$γ_{3}$	-0.1411	-1.32
$γ_{4}$	-0.0420	-0.51
$γ_{5}$	-0.0551	-0.71
$γ_{6}$	0.2845	2.75
$γ_{7}$	-0.3773	-3.24
$γ_{8}$	0.4559	4.24
$γ_{9}$	-0.4394	-3.54
$γ_{10}$	0.2176	2.17

Estimation Period:
Dec 26, 1997 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other H&R Real Estate Investment Trust Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH