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	param	t-stat
$ω$	1.2957	6.04
$α$	0.1523	6.00
$β$	0.8018	30.97
$γ_{1}$	0.0516	1.17
$γ_{2}$	-0.0012	-0.02
$γ_{3}$	-0.1359	-2.06
$γ_{4}$	0.1170	2.25
$γ_{5}$	0.0350	0.71
$γ_{6}$	-0.1226	-2.61

V-Lab

Hersha Hospitality Trust Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hersha Hospitality Trust Analyses