V-Lab
International Consolidated Airlines Group SA EGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:33.58% (+0.17%)
Analysis last updated: Saturday, May 4, 2024 at 04:23 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 7.73 | |
| 0.1106 | 15.49 | |
| 0.9860 | 658.23 | |
| -0.0482 | -9.06 |
Estimation Period:
Jan 21, 2011 to Apr 26, 2024
Jan 21, 2011 to Apr 26, 2024
News Impact Curve
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