Sun Country Airlines Holdings Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:56.68% (+2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.6540 | 8.51 | |
| 0.0762 | 3.47 | |
| 0.7822 | 32.21 | |
| 4.9749 | 1.08 |
Estimation Period:
Mar 17, 2021 to Feb 6, 2026
Mar 17, 2021 to Feb 6, 2026
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