InterContinental Hotels Group PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:19.21% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0141 | 7.11 | |
| 0.8971 | 151.52 | |
| 0.0853 | 21.63 | |
| 0.0179 | 3.59 | |
| 0.0230 | 2.98 | |
| 0.9709 | 103.12 |
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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