V-Lab
easyJet PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:37.43% (-0.57%)
Analysis last updated: Saturday, April 20, 2024 at 09:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1141 | 8.32 | |
| 0.0064 | 3.87 | |
| 0.9492 | 346.16 | |
| 0.0604 | 8.65 |
Estimation Period:
Nov 14, 2000 to Apr 19, 2024
Nov 14, 2000 to Apr 19, 2024