Hongkong & Shanghai Hotels Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.16% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1233 | 14.57 | |
| 0.0596 | 9.60 | |
| 0.8843 | 128.91 | |
| 0.0516 | 5.77 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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