Sun Country Airlines Holdings Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.78% (+2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0071 | 0.51 | |
| 0.7381 | 20.52 | |
| 0.0921 | 4.16 | |
| 10.0000 | 0.00 | |
| 0.0430 | 0.00 | |
| 0.0754 | 0.00 |
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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