V-Lab: International Consolidated Airlines Group SA Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

International Consolidated Airlines Group SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:27.74% (-0.85%)

Analysis last updated: Thursday, May 16, 2024 at 08:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8893	8.82
$α$	0.0844	2.49
$β$	0.7857	15.01
$γ_{1}$	-0.0588	-0.62
$γ_{2}$	0.1372	0.85
$γ_{3}$	-0.2203	-1.32
$γ_{4}$	0.5173	3.13
$γ_{5}$	-0.8589	-6.77
$γ_{6}$	0.6957	8.19

Estimation Period:
Jan 21, 2011 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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