Sotherly Hotels Inc. GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.92% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0799 | 16.26 | |
| 0.1239 | 26.78 | |
| 0.8761 | 252.54 |
Estimation Period:
Dec 17, 2004 to Feb 6, 2026
Dec 17, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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