Latam Airlines Group SA GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.20% (-3.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2544 | 24.18 | |
| 0.1610 | 27.14 | |
| 0.8220 | 172.48 |
Estimation Period:
Nov 7, 1997 to Feb 6, 2026
Nov 7, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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