United Airlines Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.76% (+4.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0773 | 9.56 | |
| 0.0222 | 11.98 | |
| 0.9502 | 562.56 | |
| 0.0427 | 9.23 |
Estimation Period:
Jan 26, 2006 to Feb 6, 2026
Jan 26, 2006 to Feb 6, 2026
News Impact Curve
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