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V-Lab
Southwest Airlines Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:40.58% (-1.34%)

Analysis last updated: Thursday, April 18, 2024 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Southwest Airlines Co GJR-GARCH
paramt-stat
ω0.115922.21
α0.039819.91
β0.9149366.40
γ0.053110.60
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts