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

Skip to main content

V-Lab

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

Volatility Prediction for Friday, December 12th, 2025:25.30% (-0.57%)

Analysis last updated: Friday, December 12, 2025 at 12:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0557	6.09
$α$	0.1135	7.87
$β$	0.8281	39.58
$γ_{1}$	-0.0094	-0.10
$γ_{2}$	0.1459	1.03
$γ_{3}$	-0.1455	-1.46
$γ_{4}$	-0.0566	-0.71
$γ_{5}$	-0.0034	-0.05
$γ_{6}$	0.2137	2.42
$γ_{7}$	-0.3052	-2.83
$γ_{8}$	0.3677	3.23
$γ_{9}$	-0.2999	-1.94
$γ_{10}$	0.0727	0.49

Estimation Period:
Dec 26, 1997 to Dec 5, 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