Covivio Hotels GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:45.36% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.5836 | 1.65 | |
| 0.1512 | 12.03 | |
| 0.9282 | 23.39 | |
| 2.2672 | 21.55 |
Estimation Period:
Jun 3, 2024 to Jan 23, 2026
Jun 3, 2024 to Jan 23, 2026
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