V-Lab: WestJet Airlines Ltd GJR-GARCH Volatility Analysis

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V-Lab

WestJet Airlines Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, December 16th, 2019:10.22% (-0.04%)

Analysis last updated: Monday, March 1, 2021 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0126	9.18
$α$	0.0120	10.32
$β$	0.9625	593.80
$γ$	0.0508	15.16

Estimation Period:
Aug 2, 1999 to Dec 13, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts