Imperial Hotel Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.60% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8893 | 2.15 | |
| 0.1630 | 7.98 | |
| 0.8265 | 37.67 | |
| -0.2781 | -3.43 | |
| 0.3553 | 3.01 | |
| -0.0892 | -1.28 | |
| -0.0202 | -0.36 | |
| 0.1123 | 2.44 | |
| -0.1159 | -3.06 |
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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