Air France-KLM MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.83% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1313 | 19.82 | |
| 0.7234 | 41.89 | |
| -0.0035 | -0.49 | |
| 0.0773 | 1.55 | |
| 0.0406 | 1.29 | |
| 0.9511 | 24.88 |
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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