Pebblebrook Hotel Trust EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.49% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 4.56 | |
| 0.0946 | 21.81 | |
| 0.9903 | 862.64 | |
| -0.0728 | -18.13 |
Estimation Period:
Dec 9, 2009 to Feb 6, 2026
Dec 9, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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