V-Lab
V-Lab
Delta Air Lines Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:26.59% (-1.16%)

Analysis last updated: Monday, May 6, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Delta Air Lines Inc AGARCH
paramt-stat
ω0.118311.55
α0.111355.89
β0.8674597.38
γ0.928122.16
Estimation Period:
Apr 27, 2007 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts