Intl Consol Airlines Group GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.03% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1793 | 11.24 | |
| 0.0612 | 9.55 | |
| 0.8958 | 167.15 | |
| 0.0387 | 3.95 |
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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