Hilton Grand Vacations Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.13% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3300 | 7.50 | |
| 0.0523 | 7.41 | |
| 0.8425 | 102.28 | |
| 0.1173 | 6.45 |
Estimation Period:
Dec 14, 2016 to Feb 6, 2026
Dec 14, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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