RLJ Lodging Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.50% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0156 | 6.62 | |
| 0.9074 | 339.45 | |
| 0.1122 | 24.35 | |
| 0.0057 | 7.69 | |
| 0.0196 | 10.98 | |
| 0.9794 | 494.92 |
Estimation Period:
May 11, 2011 to Feb 13, 2026
May 11, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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