Delta Air Lines Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
34.48%
increased by 0.05%
1 Week
34.69%
increased by 0.26%
1 Month
35.49%
increased by 1.06%
Analysis last updated: Tuesday, June 9, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0576 | 9.71 | |
| 0.0153 | 10.17 | |
| 0.9459 | 521.46 | |
| 0.0656 | 13.58 |
Estimation Period:
Apr 27, 2007 to Jun 5, 2026
Apr 27, 2007 to Jun 5, 2026
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