Intl Consol Airlines Group MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.33% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0685 | 9.40 | |
| 0.7531 | 72.38 | |
| 0.0301 | 2.86 | |
| 0.9606 | 3.87 | |
| 0.8493 | 15.47 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 24, 2011 to Feb 13, 2026
Jan 24, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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