Alaska Air Group Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.78% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8416 | 5.87 | |
| 0.0772 | 7.51 | |
| 0.8784 | 51.33 | |
| 0.0074 | 0.47 | |
| -0.0168 | -0.64 | |
| 0.0064 | 0.34 | |
| 0.0150 | 1.20 | |
| -0.0179 | -2.43 |
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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