Hersha Hospitality Trust EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0606 | 17.64 | |
| 0.2455 | 38.00 | |
| 0.9756 | 713.68 | |
| -0.0845 | -15.20 |
Estimation Period:
Jan 21, 1999 to Nov 24, 2023
Jan 21, 1999 to Nov 24, 2023
News Impact Curve
Volatility Forecasts
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