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V-Lab

Hongkong & Shanghai Hotels Ltd/The Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:42.66% (+7.49%)
Analysis last updated: Tuesday, February 17, 2026 at 09:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hongkong & Shanghai Hotels Ltd/The SGARCH
paramt-stat
ω0.84215.61
α0.12404.86
β0.757116.05
γ1-0.5291-4.36
γ20.76074.36
γ3-0.3374-2.80
γ40.27092.22
γ5-0.3404-2.57
γ60.37722.38
γ7-0.4741-2.08
γ80.49961.42
Estimation Period:
Jan 2, 2007 to Feb 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts