Sotherly Hotels Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.42% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0769 | 14.24 | |
| 0.0775 | 13.94 | |
| 0.8806 | 268.74 | |
| 0.0836 | 6.22 |
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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