V-Lab
International Consolidated Airlines Group SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:31.94% (-1.31%)
Analysis last updated: Saturday, May 18, 2024 at 09:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8867 | 8.88 | |
| 0.0843 | 2.50 | |
| 0.7829 | 14.91 | |
| -0.0617 | -0.66 | |
| 0.1427 | 0.90 | |
| -0.2276 | -1.37 | |
| 0.5362 | 3.19 | |
| -0.9159 | -6.31 | |
| 0.8675 | 4.58 |
Estimation Period:
Jan 21, 2011 to May 17, 2024
Jan 21, 2011 to May 17, 2024
News Impact Curve
Volatility Forecasts
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