Delta Air Lines Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.60% (+1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0209 | 6.92 | |
| 0.1078 | 25.42 | |
| 0.9923 | 1,234.18 | |
| -0.0598 | -16.94 |
Estimation Period:
Apr 27, 2007 to Feb 6, 2026
Apr 27, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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