Chatham Lodging Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.34% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6133 | 2.19 | |
| 0.0783 | 4.01 | |
| 0.8847 | 32.80 | |
| -0.7348 | -1.10 | |
| 1.1006 | 1.19 | |
| -0.4925 | -1.35 | |
| 0.0625 | 0.30 | |
| 0.4138 | 1.82 | |
| -0.7197 | -2.78 | |
| 0.5001 | 1.89 | |
| -0.1462 | -0.77 |
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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