Oriental Hotels Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.94% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1255 | 25.34 | |
| 0.2186 | 20.83 | |
| 0.6983 | 92.24 | |
| -0.0376 | -1.84 |
Estimation Period:
Sep 22, 1994 to Feb 6, 2026
Sep 22, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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