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Hongkong & Shanghai Hotels Ltd/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.71% (-0.35%)
Analysis last updated: Saturday, February 14, 2026 at 11:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hongkong & Shanghai Hotels Ltd/The S0GARCH
paramt-stat
ω0.85005.73
α0.12234.75
β0.754415.44
γ1-0.5160-4.32
γ20.73924.29
γ3-0.3211-2.69
γ40.25452.12
γ5-0.3188-2.46
γ60.34232.38
γ7-0.4098-2.53
γ80.34642.30
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts