V-Lab: easyJet PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

easyJet PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.86% (-1.35%)

Analysis last updated: Saturday, April 20, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6016	3.00
$α$	0.0863	4.61
$β$	0.8105	22.21
$γ_{1}$	-0.1793	-0.78
$γ_{2}$	0.0313	0.09
$γ_{3}$	0.3728	1.57
$γ_{4}$	-0.3965	-2.24
$γ_{5}$	0.2156	1.10
$γ_{6}$	0.0147	0.08
$γ_{7}$	-0.1424	-0.96
$γ_{8}$	0.3201	2.72
$γ_{9}$	-0.5795	-4.75
$γ_{10}$	0.4983	5.05

Estimation Period:
Nov 14, 2000 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts