Air France-KLM GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.71% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0423 | 9.18 | |
| 0.0131 | 8.84 | |
| 0.9700 | 664.40 | |
| 0.0253 | 8.93 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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