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

V-Lab

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

Volatility Prediction for Monday, May 12th, 2025:30.94% (-1.39%)

Analysis last updated: Friday, May 9, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2920	6.25
$α$	0.1051	6.71
$β$	0.8604	51.13
$γ_{1}$	0.0002	0.00
$γ_{2}$	0.0222	0.39
$γ_{3}$	-0.0707	-1.52
$γ_{4}$	0.1275	3.27
$γ_{5}$	-0.1648	-5.02
$γ_{6}$	0.1439	4.24
$γ_{7}$	-0.0664	-2.27
$γ_{8}$	0.0000	0.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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