V-Lab: WestJet Airlines Ltd AGARCH Volatility Analysis

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V-Lab

WestJet Airlines Ltd AGARCH Volatility Analysis

Volatility Prediction for Monday, December 16th, 2019:15.51% (+0.01%)

Analysis last updated: Saturday, December 14, 2019 at 01:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0211	-2.97
$α$	0.0401	28.24
$β$	0.9503	555.06
$γ$	1.3182	17.30

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts