V-Lab
V-Lab

InterContinental Hotels Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:21.30% (-0.52%)

Analysis last updated: Thursday, March 28, 2024 at 07:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of InterContinental Hotels Group PLC S0GARCH
paramt-stat
ω1.51485.59
α0.05945.80
β0.891548.05
γ10.42023.18
γ2-0.3893-1.97
γ3-0.2488-1.91
γ40.28492.08
γ50.04460.30
γ6-0.3014-2.09
γ70.47953.65
γ8-0.5670-4.66
γ90.38214.44
Estimation Period:
Mar 28, 2003 to Mar 22, 2024
Impact of return on volatility tomorrow
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