Southwest Airlines Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:51.15% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1713 | 25.05 | |
| 0.0434 | 19.33 | |
| 0.8957 | 336.62 | |
| 0.0661 | 9.67 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities