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V-Lab
Host Hotels & Resorts Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:26.69% (-0.61%)
Analysis last updated: Friday, December 12, 2025 at 11:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Host Hotels & Resorts Inc GJR-GARCH
paramt-stat
ω0.081016.96
α0.041420.75
β0.9059350.70
γ0.080811.85
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts