V-Lab: United Airlines Holdings Inc MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

United Airlines Holdings Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:44.68% (-1.26%)

Analysis last updated: Thursday, May 9, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0276	9.53
$β$	0.8721	150.98
$γ$	0.0605	13.79
$λ_{1}$	0.2265	3.52
$λ_{2}$	0.2187	8.34
$λ_{3}$	0.7634	23.27

Estimation Period:
Jan 26, 2006 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts