Royal Hotel Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.82% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1548 | 12.16 | |
| 0.1510 | 13.31 | |
| 0.8379 | 117.23 | |
| -0.0305 | -2.14 |
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Sep 30, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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