Hersha Hospitality Trust GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1554 | 17.78 | |
| 0.0915 | 16.25 | |
| 0.8296 | 184.97 | |
| 0.1579 | 13.32 |
Estimation Period:
Jan 21, 1999 to Nov 24, 2023
Jan 21, 1999 to Nov 24, 2023
News Impact Curve
Volatility Forecasts
Other Hersha Hospitality Trust Analyses
Other GJR-GARCH Analyses on Real Estate