United Airlines Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:50.26% (+5.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0765 | 9.50 | |
| 0.0219 | 11.93 | |
| 0.9506 | 566.49 | |
| 0.0427 | 9.30 |
Estimation Period:
Jan 26, 2006 to Feb 13, 2026
Jan 26, 2006 to Feb 13, 2026
News Impact Curve
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