V-Lab: International Consolidated Airlines Group SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

International Consolidated Airlines Group SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:29.33% (-1.53%)

Analysis last updated: Saturday, April 27, 2024 at 08:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8857	8.85
$α$	0.0844	2.50
$β$	0.7835	14.84
$γ_{1}$	-0.0641	-0.67
$γ_{2}$	0.1491	0.92
$γ_{3}$	-0.2369	-1.41
$γ_{4}$	0.5392	3.24
$γ_{5}$	-0.8758	-6.84
$γ_{6}$	0.6998	8.20

Estimation Period:
Jan 21, 2011 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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