International Consolidated Airlines Group SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.82% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0428 | 10.43 | |
| 0.1321 | 16.98 | |
| 0.9796 | 514.49 | |
| -0.0494 | -8.65 |
Estimation Period:
Jan 21, 2011 to Feb 6, 2026
Jan 21, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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