Covivio Hotels GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:24.05% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8405 | 8.64 | |
| 0.1918 | 5.57 | |
| 0.4819 | 12.62 | |
| 0.2753 | 3.17 |
Estimation Period:
Jun 3, 2024 to Jan 23, 2026
Jun 3, 2024 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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