International Consolidated Airlines Group SA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.40% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0423 | 10.44 | |
| 0.1345 | 16.23 | |
| 0.9802 | 513.20 | |
| -0.0450 | -8.22 |
Estimation Period:
Jan 24, 2011 to Feb 6, 2026
Jan 24, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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