V-Lab
International Consolidated Airlines Group SA AGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:32.56% (-1.27%)
Analysis last updated: Saturday, May 4, 2024 at 08:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1635 | 10.94 | |
| 0.0878 | 19.76 | |
| 0.8858 | 190.61 | |
| 0.5974 | 8.97 |
Estimation Period:
Jan 21, 2011 to May 3, 2024
Jan 21, 2011 to May 3, 2024
News Impact Curve
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