Chatham Lodging Trust AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.19% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0092 | -1.25 | |
| 0.0775 | 17.37 | |
| 0.9091 | 202.29 | |
| 1.0171 | 18.38 |
Estimation Period:
Apr 16, 2010 to Feb 6, 2026
Apr 16, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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