easyJet PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.41% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0987 | 8.21 | |
| 0.0064 | 4.18 | |
| 0.9525 | 376.78 | |
| 0.0559 | 8.98 |
Estimation Period:
Nov 14, 2000 to Feb 20, 2026
Nov 14, 2000 to Feb 20, 2026
News Impact Curve
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