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

V-Lab

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V-Lab

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

Volatility Prediction for Monday, May 13th, 2024:26.41% (-1.42%)

Analysis last updated: Friday, May 10, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2017	6.39
$α$	0.0807	37.39
$β$	0.9865	439.43
$ν$	6	8.89

Estimation Period:
Jan 1, 1990 to May 10, 2024