Chatham Lodging Trust GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.85% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0738 | 8.58 | |
| 0.0916 | 13.47 | |
| 0.8966 | 129.31 |
Estimation Period:
Apr 16, 2010 to Feb 13, 2026
Apr 16, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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