Millennium & Copthorne Hotels New Zealand Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.38% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 8.12 | |
| 0.0406 | 28.49 | |
| 0.9590 | 657.78 | |
| -0.0344 | -0.26 |
Estimation Period:
Jan 2, 1990 to Feb 5, 2026
Jan 2, 1990 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Millennium & Copthorne Hotels New Zealand Ltd Analyses
Other AGARCH Analyses on International Equities