Millennium & Copthorne Hotels New Zealand Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.03% (+3.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 7.35 | |
| 0.0377 | 25.04 | |
| 0.9623 | 616.86 |
Estimation Period:
Jan 2, 1990 to Feb 5, 2026
Jan 2, 1990 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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