Chatham Lodging Trust EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.30% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 7.78 | |
| 0.1403 | 23.88 | |
| 0.9842 | 786.08 | |
| -0.0917 | -14.05 |
Estimation Period:
Apr 16, 2010 to Feb 13, 2026
Apr 16, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Chatham Lodging Trust Analyses
Other EGARCH Analyses on Real Estate