Air Canada AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.40% (-3.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4953 | 18.05 | |
| 0.1641 | 28.06 | |
| 0.8037 | 148.32 | |
| 0.2633 | 3.95 |
Estimation Period:
Nov 17, 2006 to Feb 6, 2026
Nov 17, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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