Hyatt Hotels Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.53% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 7.99 | |
| 0.0060 | 4.07 | |
| 0.9435 | 479.68 | |
| 0.0790 | 13.41 |
Estimation Period:
Nov 5, 2009 to Feb 6, 2026
Nov 5, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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