V-Lab
InterContinental Hotels Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:20.29% (-0.36%)
Analysis last updated: Saturday, May 4, 2024 at 04:24 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0382 | 11.65 | |
| 0.0127 | 7.86 | |
| 0.9426 | 535.27 | |
| 0.0676 | 13.47 |
Estimation Period:
Mar 28, 2003 to Apr 26, 2024
Mar 28, 2003 to Apr 26, 2024
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