Hongkong & Shanghai Hotels Ltd/The EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:39.83% (+3.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0675 | 14.44 | |
| 0.1801 | 14.87 | |
| 0.9560 | 301.58 | |
| -0.0234 | -2.39 |
Estimation Period:
Jan 2, 2007 to Feb 16, 2026
Jan 2, 2007 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
Other Hongkong & Shanghai Hotels Ltd/The Analyses
Other EGARCH Analyses on International Equities