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Icelandair Group Hldgs Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.87% (-3.47%)
Analysis last updated: Wednesday, February 11, 2026 at 09:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Icelandair Group Hldgs S0GARCH
paramt-stat
ω0.26344.11
α0.12834.99
β0.64719.60
γ1-0.2645-1.10
γ2-0.3306-0.93
γ31.08534.27
γ4-0.5997-2.96
γ50.30141.67
γ6-0.2726-1.38
γ7-0.0494-0.23
γ8-0.0190-0.10
γ90.44482.41
γ10-0.4087-2.58
Estimation Period:
Dec 14, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts