International Consolidated Airlines Group SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.10% (+3.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1898 | 3.44 | |
| 0.0534 | 17.39 | |
| 0.9887 | 289.44 | |
| 5.8248 | 3.69 |
Estimation Period:
Jan 21, 2011 to Feb 6, 2026
Jan 21, 2011 to Feb 6, 2026
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