Aegean Airlines Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.14% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8033 | 6.41 | |
| 0.1132 | 6.53 | |
| 0.7774 | 19.97 | |
| -0.0495 | -0.31 | |
| -0.0010 | -0.00 | |
| 0.1398 | 0.82 | |
| -0.2561 | -1.36 | |
| 0.1854 | 1.00 | |
| 0.3186 | 1.77 | |
| -0.8062 | -3.33 | |
| 0.7696 | 2.84 | |
| -0.5473 | -2.02 |
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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