Republic Airways Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:73.26% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1378 | 12.22 | |
| 0.1517 | 10.07 | |
| 0.6775 | 66.90 | |
| 0.1706 | 3.60 |
Estimation Period:
Aug 10, 2018 to Feb 13, 2026
Aug 10, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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