Air Lease Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.54% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0458 | 15.39 | |
| 0.9223 | 544.77 | |
| 0.0639 | 11.38 |
Estimation Period:
Apr 19, 2011 to Feb 6, 2026
Apr 19, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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