V-Lab
InterContinental Hotels Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:19.04% (-0.27%)
Analysis last updated: Wednesday, May 1, 2024 at 07:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5206 | 5.62 | |
| 0.0597 | 5.82 | |
| 0.8910 | 47.91 | |
| 0.4234 | 3.24 | |
| -0.4001 | -2.05 | |
| -0.2361 | -1.83 | |
| 0.2829 | 2.09 | |
| 0.0328 | 0.22 | |
| -0.2833 | -1.97 | |
| 0.4656 | 3.56 | |
| -0.5705 | -4.78 | |
| 0.3980 | 4.71 |
Estimation Period:
Mar 28, 2003 to Apr 26, 2024
Mar 28, 2003 to Apr 26, 2024
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