InterContinental Hotels Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.95% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1059 | 11.89 | |
| 0.0519 | 11.27 | |
| 0.8983 | 262.73 | |
| 0.0463 | 4.71 |
Estimation Period:
Apr 14, 2003 to Feb 13, 2026
Apr 14, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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