Air Canada Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.64% (+9.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3811 | 4.07 | |
| 0.1885 | 6.76 | |
| 0.6213 | 15.51 | |
| -0.4372 | -1.97 | |
| 0.0630 | 0.20 | |
| 0.9023 | 3.60 | |
| -0.9763 | -3.91 | |
| 0.6764 | 3.22 | |
| -0.3492 | -1.95 | |
| 0.4157 | 2.51 | |
| -0.7325 | -4.42 | |
| 0.8499 | 3.53 | |
| -0.8155 | -2.19 |
Estimation Period:
Nov 17, 2006 to Feb 6, 2026
Nov 17, 2006 to Feb 6, 2026
News Impact Curve
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