Associated International Hotels Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.43% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1002 | 11.36 | |
| 0.1149 | 11.12 | |
| 0.8508 | 122.08 | |
| 0.0423 | 2.13 |
Estimation Period:
Jan 2, 2007 to Jan 23, 2026
Jan 2, 2007 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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