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{name} Model Equation

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Param	Value	t-stat
ωconst	4.2490	1.71*
αARCH	0.0755	7.52***
βGARCH	0.9888	145.46***
νDF	7.6079	1.35

Parameter	Value	t-statistic
ω const Unconditional variance weight	4.2490	1.71*
α ARCH Response to squared shocks	0.0755	7.52***
β GARCH Volatility persistence	0.9888	145.46***
ν DF Student-t tail thickness	7.6079	1.35

V-Lab

Sunstone Hotel Investors Inc GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Sunstone Hotel Investors Inc Analyses