Icelandair Group Hldgs Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.87% (-3.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2634 | 4.11 | |
| 0.1283 | 4.99 | |
| 0.6471 | 9.60 | |
| -0.2645 | -1.10 | |
| -0.3306 | -0.93 | |
| 1.0853 | 4.27 | |
| -0.5997 | -2.96 | |
| 0.3014 | 1.67 | |
| -0.2726 | -1.38 | |
| -0.0494 | -0.23 | |
| -0.0190 | -0.10 | |
| 0.4448 | 2.41 | |
| -0.4087 | -2.58 |
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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