V-Lab
International Consolidated Airlines Group SA GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:34.95% (-0.71%)
Analysis last updated: Wednesday, May 1, 2024 at 07:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1078 | 9.08 | |
| 0.0645 | 11.75 | |
| 0.9209 | 154.57 |
Estimation Period:
Jan 21, 2011 to Apr 26, 2024
Jan 21, 2011 to Apr 26, 2024
News Impact Curve
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