International Consolidated Airlines Group SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.97% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1529 | 11.11 | |
| 0.0464 | 6.31 | |
| 0.9066 | 164.35 | |
| 0.0487 | 4.88 |
Estimation Period:
Jan 21, 2011 to Feb 20, 2026
Jan 21, 2011 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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