DiamondRock Hospitality Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.90% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0432 | 9.00 | |
| 0.0178 | 10.22 | |
| 0.9356 | 485.78 | |
| 0.0765 | 13.90 |
Estimation Period:
May 26, 2005 to Feb 6, 2026
May 26, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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