International Consolidated Airlines Group SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:32.83% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1536 | 11.13 | |
| 0.0466 | 6.32 | |
| 0.9063 | 163.88 | |
| 0.0488 | 4.88 |
Estimation Period:
Jan 21, 2011 to Feb 13, 2026
Jan 21, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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