Alaska Air Group Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.18% (+2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0661 | 16.85 | |
| 0.1597 | 32.03 | |
| 0.9684 | 554.66 | |
| -0.0625 | -16.70 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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