V-Lab
International Consolidated Airlines Group SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:33.86% (-0.51%)
Analysis last updated: Wednesday, May 1, 2024 at 07:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1231 | 9.82 | |
| 0.0445 | 5.94 | |
| 0.9188 | 171.25 | |
| 0.0391 | 3.84 |
Estimation Period:
Jan 21, 2011 to Apr 26, 2024
Jan 21, 2011 to Apr 26, 2024
News Impact Curve
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