V-Lab: Delta Air Lines Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Delta Air Lines Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:32.08% (+2.13%)

Analysis last updated: Monday, April 22, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.1149	5.50
$α$	0.0518	41.88
$β$	0.9950	1155.61
$ν$	5	11.77

Estimation Period:
Apr 27, 2007 to Apr 19, 2024