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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RLJ Lodging Trust MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m126
α0.01466.62
β0.9103348.89
γ0.109624.95
λ10.00436.32
λ20.020411.39
λ30.9793502.98
Estimation Period:
May 11, 2011 to Jun 5, 2026