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 Wednesday, June 4th, 2025:32.13% (-0.60%)

Analysis last updated: Tuesday, June 3, 2025 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2963	6.21
$α$	0.1033	6.68
$β$	0.8636	52.10
$γ_{1}$	-0.0000	-0.00
$γ_{2}$	0.0224	0.39
$γ_{3}$	-0.0705	-1.50
$γ_{4}$	0.1271	3.21
$γ_{5}$	-0.1642	-4.95
$γ_{6}$	0.1441	4.19
$γ_{7}$	-0.0673	-2.27
$γ_{8}$	0.0002	0.01

Estimation Period:
Jan 1, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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