V-Lab
Host Hotels & Resorts Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:28.24% (-0.87%)
Analysis last updated: Friday, May 3, 2024 at 10:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0851 | 17.31 | |
| 0.0466 | 21.51 | |
| 0.8997 | 325.16 | |
| 0.0831 | 11.17 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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