InterContinental Hotels Group PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.59% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0397 | 11.05 | |
| 0.9052 | 270.54 | |
| 0.0436 | 9.06 | |
| 0.0006 | 0.74 | |
| 0.0000 | 0.03 | |
| 0.9997 | 1,589.35 |
Estimation Period:
Apr 14, 2003 to Feb 6, 2026
Apr 14, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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