Frontier Group Holdings Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:91.57% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.6707 | 3.52 | |
| 0.0353 | 9.54 | |
| 0.9882 | 358.30 | |
| 4.5235 | 4.17 |
Estimation Period:
Apr 2, 2021 to Feb 6, 2026
Apr 2, 2021 to Feb 6, 2026
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