AIR France KLM SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.39% (+15.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5467 | 10.65 | |
| 0.3383 | 7.00 | |
| 0.6715 | 27.81 | |
| -0.2478 | -5.04 |
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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