Air France-KLM Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:45.80% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9997 | 4.79 | |
| 0.1139 | 7.53 | |
| 0.8158 | 34.08 | |
| -0.3131 | -3.70 | |
| 0.5846 | 4.66 | |
| -0.4496 | -6.30 | |
| 0.3843 | 6.45 | |
| -0.3589 | -5.95 | |
| 0.2078 | 3.10 | |
| -0.0659 | -1.02 | |
| 0.0414 | 0.60 | |
| -0.0418 | -0.40 | |
| -0.0611 | -0.25 |
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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