Delta Air Lines Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:37.28% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0572 | 9.65 | |
| 0.0158 | 10.22 | |
| 0.9458 | 513.73 | |
| 0.0646 | 13.15 |
Estimation Period:
Apr 27, 2007 to Feb 13, 2026
Apr 27, 2007 to Feb 13, 2026
News Impact Curve
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