V-Lab: International Consolidated Airlines Group SA Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

International Consolidated Airlines Group SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:35.35% (+3.12%)

Analysis last updated: Saturday, April 13, 2024 at 08:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8802	8.86
$α$	0.0839	2.49
$β$	0.7820	14.67
$γ_{1}$	-0.0715	-0.74
$γ_{2}$	0.1638	1.00
$γ_{3}$	-0.2552	-1.50
$γ_{4}$	0.5626	3.35
$γ_{5}$	-0.8944	-6.95
$γ_{6}$	0.7055	8.29

Estimation Period:
Jan 21, 2011 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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