H&R Real Estate Investment Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.97% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0590 | 6.21 | |
| 0.1147 | 8.17 | |
| 0.8241 | 38.29 | |
| -0.0028 | -0.03 | |
| 0.1362 | 0.99 | |
| -0.1430 | -1.48 | |
| -0.0569 | -0.73 | |
| -0.0003 | -0.00 | |
| 0.2161 | 2.60 | |
| -0.3264 | -3.21 | |
| 0.4373 | 4.20 | |
| -0.4889 | -3.79 | |
| 0.5121 | 2.80 |
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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