Air France-KLM AGARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:57.31% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2660 | 12.37 | |
| 0.1114 | 30.93 | |
| 0.8715 | 325.90 | |
| 0.3588 | 3.68 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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