Aegean Airlines GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.39% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1594 | 10.67 | |
| 0.0488 | 14.14 | |
| 0.9050 | 169.85 | |
| 0.0380 | 4.89 |
Estimation Period:
Jul 11, 2007 to Feb 13, 2026
Jul 11, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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