Covivio Hotels Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:13.58% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5716 | 3.77 | |
| 0.1757 | 2.24 | |
| 0.3724 | 1.17 | |
| -33.1540 | -2.32 | |
| 43.6937 | 2.06 | |
| 0.3175 | 0.01 | |
| -46.0676 | -1.47 | |
| 89.4086 | 3.23 | |
| -125.4004 | -3.54 |
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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