Alaska Air Group Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.21% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0424 | 11.97 | |
| 0.8280 | 97.64 | |
| 0.1047 | 13.09 | |
| 0.0371 | 3.01 | |
| 0.0129 | 2.93 | |
| 0.9817 | 158.40 |
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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