AIR France KLM SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.23% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.9638 | 6.66 | |
| 0.1075 | 6.70 | |
| 0.8684 | 46.53 | |
| 4.4349 | 2.65 |
Estimation Period:
May 5, 2020 to Feb 6, 2026
May 5, 2020 to Feb 6, 2026
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