Covivio Hotels SACA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.10% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 8.44 | |
| 0.0420 | 11.49 | |
| 0.9504 | 476.37 | |
| 0.0121 | 2.06 |
Estimation Period:
Sep 19, 1990 to Feb 13, 2026
Sep 19, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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