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Latam Airlines Group Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.63% (-4.67%)
Analysis last updated: Saturday, February 7, 2026 at 08:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Latam Airlines Group Sa SGARCH
paramt-stat
ω2.21907.00
α0.20018.66
β0.688820.40
γ10.18552.12
γ2-0.2302-1.56
γ30.10741.07
γ4-0.1596-2.41
γ50.23663.94
γ6-0.2547-3.69
γ70.26703.46
γ8-0.3761-5.92
γ90.39704.14
Estimation Period:
Jan 16, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts