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InterContinental Hotels Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:18.02% (-0.43%)
Analysis last updated: Friday, January 2, 2026 at 07:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of InterContinental Hotels Group PLC S0GARCH
paramt-stat
ω1.55266.25
α0.05846.41
β0.902161.05
γ10.36415.80
γ2-0.5689-5.85
γ30.28423.97
γ4-0.1143-1.72
γ50.11701.86
γ6-0.1839-2.87
γ70.14772.97
Estimation Period:
Mar 28, 2003 to Dec 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts