Alaska Air Group Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.73% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7236 | 7.32 | |
| 0.0779 | 7.54 | |
| 0.8797 | 50.23 | |
| -0.0057 | -2.77 | |
| 0.0109 | 3.07 |
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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