Millennium & Copthorne Hotels New Zealand Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.12% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 6.53 | |
| 0.0298 | 12.31 | |
| 0.9638 | 603.90 | |
| 0.0127 | 3.00 |
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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