International Consolidated Airlines Group SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.13% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1554 | 3.45 | |
| 0.0532 | 17.32 | |
| 0.9887 | 290.81 | |
| 5.8438 | 3.67 |
Estimation Period:
Jan 21, 2011 to Feb 20, 2026
Jan 21, 2011 to Feb 20, 2026
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