Sun Country Airlines Holdings Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.12% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3365 | 5.52 | |
| 0.0687 | 5.69 | |
| 0.8617 | 39.89 | |
| -0.0885 | -6.86 |
Estimation Period:
Mar 17, 2021 to Feb 6, 2026
Mar 17, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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