Air Canada GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.87% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0757 | 8.57 | |
| 0.0279 | 13.80 | |
| 0.9514 | 427.19 | |
| 0.0295 | 6.50 |
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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