V-Lab
International Consolidated Airlines Group SA EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:38.97% (-1.46%)
Analysis last updated: Saturday, April 20, 2024 at 09:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 7.87 | |
| 0.1118 | 15.40 | |
| 0.9859 | 655.07 | |
| -0.0480 | -8.95 |
Estimation Period:
Jan 21, 2011 to Apr 19, 2024
Jan 21, 2011 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
Other International Consolidated Airlines Group SA Analyses