V-Lab
V-Lab
Delta Air Lines Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:27.53% (+0.18%)

Analysis last updated: Tuesday, May 7, 2024 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Delta Air Lines Inc GJR-GARCH
paramt-stat
ω0.05229.25
α0.019510.86
β0.9457499.05
γ0.057311.04
Estimation Period:
Apr 27, 2007 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts