InterContinental Hotels Group PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:19.06% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 7.51 | |
| 0.1019 | 26.56 | |
| 0.9853 | 887.65 | |
| -0.0548 | -17.30 |
Estimation Period:
Mar 28, 2003 to Dec 31, 2025
Mar 28, 2003 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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