AIR France KLM SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.33% (+16.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.3148 | 11.94 | |
| 0.5206 | 14.47 | |
| -0.2280 | -9.36 | |
| 5.2350 | 0.40 | |
| 0.5088 | 0.39 | |
| 0.0000 | 0.00 |
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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