Covivio Hotels SACA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.04% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3847 | 4.19 | |
| 0.1597 | 7.69 | |
| 0.7461 | 23.20 | |
| 0.3383 | 3.62 | |
| -0.6032 | -4.43 | |
| 0.4020 | 4.87 | |
| -0.2064 | -2.04 | |
| 0.1901 | 1.62 | |
| -0.2299 | -2.26 | |
| 0.2150 | 2.80 | |
| -0.2189 | -2.66 | |
| 0.3156 | 2.11 |
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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