InterContinental Hotels Group PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:19.32% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5697 | 4.81 | |
| 0.0574 | 35.08 | |
| 0.9918 | 565.79 | |
| 5.6255 | 7.55 |
Estimation Period:
Mar 28, 2003 to Dec 31, 2025
Mar 28, 2003 to Dec 31, 2025
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