Southwest Airlines Co GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
45.73%
decreased by 1.11%
1 Week
45.45%
decreased by 1.39%
1 Month
44.48%
decreased by 2.36%
Analysis last updated: Saturday, June 13, 2026 at 12:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1556 | 24.77 | |
| 0.0414 | 19.47 | |
| 0.9025 | 354.62 | |
| 0.0621 | 9.68 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other GJR-GARCH Analyses on Equities