Airbus Se GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.96% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0112 | 7.09 | |
| 0.1819 | 5.38 | |
| 0.5299 | 9.63 | |
| -0.0160 | -0.34 |
Estimation Period:
Oct 14, 2002 to Feb 13, 2026
Oct 14, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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