V-Lab
International Consolidated Airlines Group SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:31.87% (-1.42%)
Analysis last updated: Saturday, April 27, 2024 at 08:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8821 | 8.90 | |
| 0.0838 | 2.51 | |
| 0.7815 | 14.75 | |
| -0.0691 | -0.73 | |
| 0.1591 | 0.98 | |
| -0.2505 | -1.48 | |
| 0.5648 | 3.32 | |
| -0.9311 | -6.28 | |
| 0.8435 | 4.33 |
Estimation Period:
Jan 21, 2011 to Apr 26, 2024
Jan 21, 2011 to Apr 26, 2024
News Impact Curve
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