International Consolidated Airlines Group SA MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:31.18% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0644 | 5.46 | |
| 0.7478 | 61.94 | |
| 0.0570 | 3.35 | |
| 0.1719 | 1.08 | |
| 0.1672 | 1.76 | |
| 0.8048 | 6.57 |
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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