International Consolidated Airlines Group SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.77% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1790 | 11.83 | |
| 0.0904 | 21.45 | |
| 0.8774 | 183.05 | |
| 0.7075 | 11.14 |
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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