AIR France KLM SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.59% (+14.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3949 | 9.45 | |
| 0.3421 | 14.20 | |
| 0.8363 | 45.60 | |
| 0.1370 | 7.77 |
Estimation Period:
May 5, 2020 to Feb 6, 2026
May 5, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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