Latam Airlines Group SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.48% (-3.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.9169 | 5.57 | |
| 0.1043 | 40.04 | |
| 0.9823 | 328.98 | |
| 4.3553 | 14.41 |
Estimation Period:
Nov 7, 1997 to Feb 6, 2026
Nov 7, 1997 to Feb 6, 2026
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