Delta Air Lines Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.67% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0572 | 9.64 | |
| 0.0158 | 10.15 | |
| 0.9458 | 513.16 | |
| 0.0648 | 13.16 |
Estimation Period:
Apr 27, 2007 to Feb 6, 2026
Apr 27, 2007 to Feb 6, 2026
News Impact Curve
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