RLJ Lodging Trust MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
24.92%
decreased by 0.52%
1 Week
25.53%
increased by 0.09%
1 Month
27.68%
increased by 2.24%
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 | |
|---|---|---|
| 126 | ||
| 0.0146 | 6.62 | |
| 0.9103 | 348.89 | |
| 0.1096 | 24.95 | |
| 0.0043 | 6.32 | |
| 0.0204 | 11.39 | |
| 0.9793 | 502.98 |
Estimation Period:
May 11, 2011 to Jun 5, 2026
May 11, 2011 to Jun 5, 2026
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