Air France-KLM EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.35% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 6.15 | |
| 0.0783 | 20.83 | |
| 0.9985 | 1,822.09 | |
| -0.0252 | -6.24 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Air France-KLM Analyses
Other EGARCH Analyses on International Equities