Covivio Hotels SACA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.31% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1637 | 18.34 | |
| 0.6746 | 49.70 | |
| 0.0334 | 3.01 | |
| 0.0210 | 3.67 | |
| 0.0286 | 6.04 | |
| 0.9673 | 191.16 |
Estimation Period:
Sep 19, 1990 to Feb 6, 2026
Sep 19, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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