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{name} Model Equation

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Param	Value	t-stat
ωconst	4.5389	1.52
αARCH	0.0734	7.51***
βGARCH	0.9861	102.33***
νDF	5.6122	1.92*

Parameter	Value	t-statistic
ω const Unconditional variance weight	4.5389	1.52
α ARCH Response to squared shocks	0.0734	7.51***
β GARCH Volatility persistence	0.9861	102.33***
ν DF Student-t tail thickness	5.6122	1.92*

V-Lab

Summit Hotel Properties Inc GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Summit Hotel Properties Inc Analyses