H&R Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.36% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3315 | 6.76 | |
| 0.1077 | 8.08 | |
| 0.8513 | 51.22 | |
| 0.1102 | 6.79 | |
| -0.1524 | -6.14 | |
| 0.0316 | 1.77 | |
| 0.0587 | 2.79 | |
| -0.0788 | -3.87 |
Estimation Period:
Dec 26, 1997 to Feb 6, 2026
Dec 26, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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