Icelandair Group Hldgs MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.60% (-2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0516 | 6.29 | |
| 0.6537 | 31.93 | |
| 0.1137 | 8.16 | |
| 0.4694 | 0.50 | |
| 0.7389 | 0.51 | |
| 0.2429 | 0.16 |
Estimation Period:
Dec 14, 2006 to Feb 6, 2026
Dec 14, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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