V-Lab: Host Hotels & Resorts Inc GAS-GARCH Student T Volatility Analysis

V-Lab

Host Hotels & Resorts Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 4th, 2025:28.18% (+0.23%)

Analysis last updated: Tuesday, June 3, 2025 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.1220	6.30
$α$	0.0787	37.15
$β$	0.9865	431.52
$ν$	5.7434	9.04

Estimation Period:
Jan 1, 1990 to May 30, 2025