Hongkong & Shanghai Hotels Ltd/The Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:42.66% (+7.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8421 | 5.61 | |
| 0.1240 | 4.86 | |
| 0.7571 | 16.05 | |
| -0.5291 | -4.36 | |
| 0.7607 | 4.36 | |
| -0.3374 | -2.80 | |
| 0.2709 | 2.22 | |
| -0.3404 | -2.57 | |
| 0.3772 | 2.38 | |
| -0.4741 | -2.08 | |
| 0.4996 | 1.42 |
Estimation Period:
Jan 2, 2007 to Feb 16, 2026
Jan 2, 2007 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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