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 Thursday, April 18th, 2024:33.44% (-1.46%)

Analysis last updated: Thursday, April 18, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6020	3.00
$α$	0.0866	4.61
$β$	0.8101	22.21
$γ_{1}$	-0.1790	-0.78
$γ_{2}$	0.0309	0.09
$γ_{3}$	0.3728	1.57
$γ_{4}$	-0.3962	-2.23
$γ_{5}$	0.2151	1.09
$γ_{6}$	0.0149	0.08
$γ_{7}$	-0.1425	-0.96
$γ_{8}$	0.3198	2.71
$γ_{9}$	-0.5788	-4.72
$γ_{10}$	0.4988	5.01

Estimation Period:
Nov 14, 2000 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts