Viceroy Hotels Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.70% (-2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6515 | 11.22 | |
| 0.1556 | 12.52 | |
| 0.5727 | 25.50 | |
| 0.0209 | 0.86 |
Estimation Period:
Oct 16, 2007 to Feb 13, 2026
Oct 16, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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