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	param	t-stat
$ω$	1.3030	6.14
$α$	0.1524	6.00
$β$	0.8020	31.40
$γ_{1}$	0.0527	1.19
$γ_{2}$	-0.0024	-0.03
$γ_{3}$	-0.1361	-2.05
$γ_{4}$	0.1183	2.23
$γ_{5}$	0.0318	0.59
$γ_{6}$	-0.1150	-0.90

V-Lab

Hersha Hospitality Trust Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hersha Hospitality Trust Analyses