Delta Air Lines Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:43.01% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0576 | 9.71 | |
| 0.0161 | 10.37 | |
| 0.9455 | 511.89 | |
| 0.0647 | 13.10 |
Estimation Period:
Apr 27, 2007 to Feb 20, 2026
Apr 27, 2007 to Feb 20, 2026
News Impact Curve
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