RLJ Lodging Trust GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
22.37%
decreased by 0.59%
1 Week
22.64%
decreased by 0.32%
1 Month
23.61%
increased by 0.65%
Analysis last updated: Tuesday, June 9, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0420 | 10.75 | |
| 0.0144 | 6.48 | |
| 0.9214 | 421.87 | |
| 0.1105 | 15.60 |
Estimation Period:
May 11, 2011 to Jun 5, 2026
May 11, 2011 to Jun 5, 2026
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