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

V-Lab

Host Hotels & Resorts Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:28.56% (-1.11%)

Analysis last updated: Friday, May 9, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0504	22.07
$β$	0.8621	185.89
$γ$	0.0951	15.07
$λ_{1}$	0.0174	7.18
$λ_{2}$	0.0154	6.50
$λ_{3}$	0.9811	334.27

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts