Athens International Airport GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.94% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6575 | 11.09 | |
| 0.3224 | 5.95 | |
| 0.3446 | 7.22 | |
| 0.1058 | 1.11 |
Estimation Period:
Feb 7, 2024 to Feb 13, 2026
Feb 7, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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