Hersha Hospitality Trust MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0840 | 13.54 | |
| 0.7908 | 123.51 | |
| 0.1620 | 15.75 | |
| 0.0132 | 2.19 | |
| 0.0127 | 4.58 | |
| 0.9862 | 257.14 |
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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