International Consolidated Airlines Group SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.93% (+2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1541 | 11.12 | |
| 0.0467 | 6.31 | |
| 0.9060 | 163.22 | |
| 0.0490 | 4.89 |
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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