H&R Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:22.93% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3314 | 6.76 | |
| 0.1074 | 8.04 | |
| 0.8517 | 51.52 | |
| 0.1100 | 6.83 | |
| -0.1527 | -6.21 | |
| 0.0333 | 1.88 | |
| 0.0562 | 2.72 | |
| -0.0769 | -3.84 |
Estimation Period:
Dec 26, 1997 to Mar 6, 2026
Dec 26, 1997 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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