Airbus SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:45.78% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1079 | 18.52 | |
| 0.0269 | 13.94 | |
| 0.9021 | 396.70 | |
| 0.1055 | 17.28 |
Estimation Period:
Jul 10, 2000 to Feb 20, 2026
Jul 10, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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