V-Lab
International Consolidated Airlines Group SA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:30.11% (-0.50%)
Analysis last updated: Thursday, May 16, 2024 at 08:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0521 | 4.41 | |
| 0.7864 | 67.46 | |
| 0.0394 | 2.65 | |
| 0.7695 | 4.54 | |
| 0.8839 | 11.49 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 21, 2011 to May 10, 2024
Jan 21, 2011 to May 10, 2024
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