Ashford Hospitality Trust Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:72.73% (-2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0626 | 8.45 | |
| 0.0358 | 19.75 | |
| 0.9236 | 349.06 | |
| 0.0805 | 12.05 |
Estimation Period:
Aug 26, 2003 to Feb 6, 2026
Aug 26, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ashford Hospitality Trust Inc Analyses
Other GJR-GARCH Analyses on Real Estate