Chatham Lodging Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.10% (+3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0552 | 12.65 | |
| 0.0141 | 7.10 | |
| 0.9177 | 202.67 | |
| 0.1194 | 14.11 |
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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