RLJ Lodging Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.08% (+2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 10.61 | |
| 0.0123 | 5.26 | |
| 0.9204 | 416.30 | |
| 0.1152 | 15.96 |
Estimation Period:
May 11, 2011 to Feb 6, 2026
May 11, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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