Allegiant Travel Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:51.51% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0535 | 8.53 | |
| 0.0166 | 12.06 | |
| 0.9593 | 555.16 | |
| 0.0377 | 8.77 |
Estimation Period:
Dec 8, 2006 to Feb 6, 2026
Dec 8, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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