V-Lab: Host Hotels & Resorts Inc Zero Slope Spline-GARCH Volatility Analysis

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Host Hotels & Resorts Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:29.42% (-0.57%)

Analysis last updated: Friday, December 12, 2025 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2988	6.25
$α$	0.1010	6.71
$β$	0.8660	53.15
$γ_{1}$	0.0026	0.08
$γ_{2}$	0.0161	0.29
$γ_{3}$	-0.0611	-1.33
$γ_{4}$	0.1133	2.83
$γ_{5}$	-0.1498	-4.57
$γ_{6}$	0.1393	4.04
$γ_{7}$	-0.0761	-2.55
$γ_{8}$	0.0116	0.58

Estimation Period:
Jan 1, 1990 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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