Icelandair Group Hldgs GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.61% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 6.79 | |
| 0.0000 | 0.00 | |
| 0.9832 | 721.39 | |
| 0.0285 | 12.91 |
Estimation Period:
Dec 14, 2006 to Feb 6, 2026
Dec 14, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Icelandair Group Hldgs Analyses
Other GJR-GARCH Analyses on International Equities