Royal Orchid Hotels Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
34.56%
decreased by 1.02%
1 Week
35.58%
decreased by 0.00%
1 Month
38.75%
increased by 3.17%
Analysis last updated: Thursday, May 21, 2026 at 07:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2855 | 20.37 | |
| 0.0886 | 17.40 | |
| 0.8866 | 239.54 | |
| -0.0093 | -1.05 |
Estimation Period:
Feb 22, 2006 to May 15, 2026
Feb 22, 2006 to May 15, 2026
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