easyJet PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:31.75% (+2.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0989 | 8.21 | |
| 0.0064 | 4.17 | |
| 0.9525 | 376.32 | |
| 0.0560 | 8.98 |
Estimation Period:
Nov 14, 2000 to Feb 13, 2026
Nov 14, 2000 to Feb 13, 2026
News Impact Curve
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