Skip to main content
V-Lab

International Consolidated Airlines Group SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.78% (-0.75%)
Analysis last updated: Sunday, February 22, 2026 at 12:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of International Consolidated Airlines Group SA SGARCH
paramt-stat
ω0.89339.08
α0.08863.06
β0.756514.64
γ1-0.1011-1.02
γ20.22501.31
γ3-0.3335-1.88
γ40.65933.80
γ5-0.9577-6.58
γ60.69535.04
γ7-0.1190-0.62
Estimation Period:
Jan 21, 2011 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts