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Latam Airlines Group Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.54% (-4.91%)
Analysis last updated: Saturday, February 7, 2026 at 08:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Latam Airlines Group Sa S0GARCH
paramt-stat
ω2.16736.81
α0.20008.69
β0.690920.83
γ10.17021.94
γ2-0.2051-1.39
γ30.08830.88
γ4-0.1409-2.11
γ50.21783.58
γ6-0.2351-3.33
γ70.24112.99
γ8-0.3295-4.83
γ90.28596.19
Estimation Period:
Jan 16, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts