Latam Airlines Group Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.69% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0802 | 16.97 | |
| 0.0687 | 15.58 | |
| 0.8920 | 239.15 | |
| 0.0701 | 7.70 |
Estimation Period:
Jan 16, 1997 to Feb 6, 2026
Jan 16, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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