Chorus Aviation Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.25% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2418 | 15.63 | |
| 0.1327 | 12.44 | |
| 0.7963 | 97.01 | |
| 0.1166 | 6.44 |
Estimation Period:
Jan 26, 2006 to Feb 6, 2026
Jan 26, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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