Sun Country Airlines Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.18% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3241 | 8.13 | |
| 0.0129 | 1.43 | |
| 0.6383 | 16.49 | |
| 0.1194 | 4.63 |
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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