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V-Lab

Air Canada Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.64% (+9.49%)
Analysis last updated: Tuesday, February 10, 2026 at 02:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Air Canada SGARCH
paramt-stat
ω0.38114.07
α0.18856.76
β0.621315.51
γ1-0.4372-1.97
γ20.06300.20
γ30.90233.60
γ4-0.9763-3.91
γ50.67643.22
γ6-0.3492-1.95
γ70.41572.51
γ8-0.7325-4.42
γ90.84993.53
γ10-0.8155-2.19
Estimation Period:
Nov 17, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts