V-Lab
International Consolidated Airlines Group SA AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:41.64% (-1.95%)
Analysis last updated: Saturday, April 20, 2024 at 09:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1639 | 11.00 | |
| 0.0881 | 19.68 | |
| 0.8859 | 190.23 | |
| 0.5840 | 8.80 |
Estimation Period:
Jan 21, 2011 to Apr 19, 2024
Jan 21, 2011 to Apr 19, 2024
News Impact Curve
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