Latam Airlines Group SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.72% (-6.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1747 | 31.73 | |
| 0.6463 | 61.55 | |
| 0.1022 | 9.11 | |
| 0.0440 | 4.78 | |
| 0.0282 | 6.53 | |
| 0.9666 | 172.05 |
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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