V-Lab
V-Lab
Delta Air Lines Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:33.62% (-1.64%)

Analysis last updated: Friday, April 26, 2024 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Delta Air Lines Inc AGARCH
paramt-stat
ω0.119711.69
α0.111655.92
β0.8672595.57
γ0.923222.06
Estimation Period:
Apr 27, 2007 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts