V-Lab
International Consolidated Airlines Group SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:31.21% (-1.07%)
Analysis last updated: Saturday, April 27, 2024 at 08:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0530 | 4.48 | |
| 0.7862 | 67.46 | |
| 0.0385 | 2.59 | |
| 0.7708 | 4.56 | |
| 0.8843 | 11.63 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 21, 2011 to Apr 26, 2024
Jan 21, 2011 to Apr 26, 2024
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