Air Canada EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.31% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 9.81 | |
| 0.1430 | 27.13 | |
| 0.9904 | 773.78 | |
| -0.0257 | -5.85 |
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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