Chatham Lodging Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.93% (+3.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0067 | 2.72 | |
| 0.8955 | 147.46 | |
| 0.1423 | 15.25 | |
| 0.0085 | 4.55 | |
| 0.0107 | 4.71 | |
| 0.9876 | 361.89 |
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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