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 Monday, May 12th, 2025:29.22% (-1.57%)

Analysis last updated: Friday, May 9, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.1165	6.34
$α$	0.0794	37.10
$β$	0.9863	429.39
$ν$	5.7731	8.97

Estimation Period:
Jan 1, 1990 to May 9, 2025