InterContinental Hotels Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:18.05% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0381 | 12.51 | |
| 0.0119 | 7.72 | |
| 0.9435 | 556.63 | |
| 0.0665 | 14.17 |
Estimation Period:
Mar 28, 2003 to Dec 31, 2025
Mar 28, 2003 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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