American Airlines Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:48.34% (+2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0624 | 6.85 | |
| 0.0145 | 10.33 | |
| 0.9619 | 645.99 | |
| 0.0374 | 11.19 |
Estimation Period:
Sep 27, 2005 to Feb 6, 2026
Sep 27, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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