V-Lab
International Consolidated Airlines Group SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:37.49% (-0.66%)
Analysis last updated: Thursday, April 18, 2024 at 06:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1232 | 9.81 | |
| 0.0452 | 5.95 | |
| 0.9184 | 169.61 | |
| 0.0384 | 3.76 |
Estimation Period:
Jan 21, 2011 to Apr 12, 2024
Jan 21, 2011 to Apr 12, 2024
News Impact Curve
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