V-Lab: Host Hotels & Resorts Inc MF2-GARCH Volatility Analysis

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V-Lab

Host Hotels & Resorts Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:21.51% (-0.75%)

Analysis last updated: Monday, November 11, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0522	22.88
$β$	0.8613	183.38
$γ$	0.0943	14.67
$λ_{1}$	0.0165	7.32
$λ_{2}$	0.0156	6.68
$λ_{3}$	0.9810	341.70

Estimation Period:
Jan 1, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts