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V-Lab

WestJet Airlines Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 16th, 2019:7.46% (-0.41%)

Analysis last updated: Saturday, December 14, 2019 at 01:20 AM UTC

Date Range:

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to

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graph of WestJet Airlines Ltd S0GARCH
paramt-stat
ω1.96503.48
α0.09585.82
β0.8890101.48
γ10.16980.93
γ2-0.3582-1.13
γ30.32701.13
γ4-0.1783-0.64
γ50.01130.04
γ60.12640.50
γ7-0.4347-1.87
γ80.61144.14
Estimation Period:
Aug 2, 1999 to Dec 13, 2019
Impact of return on volatility tomorrow
Volatility Forecasts