Chesapeake Lodging Trust EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 3.56 | |
| 0.0722 | 14.17 | |
| 0.9854 | 506.35 | |
| -0.0470 | -9.66 |
Estimation Period:
Jan 22, 2010 to Sep 13, 2019
Jan 22, 2010 to Sep 13, 2019
News Impact Curve
Volatility Forecasts
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