Alaska Air Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.61% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2559 | 21.08 | |
| 0.0401 | 14.53 | |
| 0.8801 | 224.62 | |
| 0.0905 | 13.40 |
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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