Imperial Hotel Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.57% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 22.21 | |
| 0.1148 | 21.05 | |
| 0.8747 | 316.58 | |
| 0.0209 | 2.31 |
Estimation Period:
Jan 10, 1990 to Feb 13, 2026
Jan 10, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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