Imperial Hotel Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.73% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 18.45 | |
| 0.1589 | 40.85 | |
| 0.8661 | 342.18 | |
| -0.0023 | -0.07 |
Estimation Period:
Jan 10, 1990 to Feb 6, 2026
Jan 10, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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