NexPoint Diversified Real Estate Trust Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:53.03% (-3.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 13.78 | |
| 0.0782 | 17.45 | |
| 0.8686 | 245.44 | |
| 0.1065 | 8.97 |
Estimation Period:
Jun 26, 2006 to Feb 13, 2026
Jun 26, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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