V-Lab
International Consolidated Airlines Group SA MEM Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:30.03% (-1.79%)
Analysis last updated: Tuesday, May 21, 2024 at 10:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2361 | 6.49 | |
| 0.2103 | 26.22 | |
| 0.7545 | 131.27 |
Estimation Period:
Jan 21, 2011 to May 17, 2024
Jan 21, 2011 to May 17, 2024
News Impact Curve
Volatility Forecasts
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