V-Lab
InterContinental Hotels Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:18.87% (-0.45%)
Analysis last updated: Thursday, May 16, 2024 at 08:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5219 | 5.62 | |
| 0.0596 | 5.83 | |
| 0.8914 | 48.24 | |
| 0.4243 | 3.26 | |
| -0.4034 | -2.07 | |
| -0.2320 | -1.81 | |
| 0.2825 | 2.09 | |
| 0.0283 | 0.19 | |
| -0.2761 | -1.91 | |
| 0.4585 | 3.51 | |
| -0.5667 | -4.78 | |
| 0.3976 | 4.74 |
Estimation Period:
Mar 28, 2003 to May 10, 2024
Mar 28, 2003 to May 10, 2024
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