Royal Orchid Hotels Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.74% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2620 | 19.73 | |
| 0.0866 | 17.43 | |
| 0.8930 | 252.48 | |
| -0.0138 | -1.62 |
Estimation Period:
Feb 22, 2006 to Feb 6, 2026
Feb 22, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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