V-Lab: easyJet PLC Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

easyJet PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:26.69% (-0.82%)

Analysis last updated: Wednesday, May 1, 2024 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6008	2.99
$α$	0.0868	4.63
$β$	0.8100	22.25
$γ_{1}$	-0.1822	-0.79
$γ_{2}$	0.0374	0.11
$γ_{3}$	0.3664	1.55
$γ_{4}$	-0.3909	-2.22
$γ_{5}$	0.2129	1.09
$γ_{6}$	0.0137	0.07
$γ_{7}$	-0.1382	-0.93
$γ_{8}$	0.3138	2.67
$γ_{9}$	-0.5776	-4.78
$γ_{10}$	0.5039	5.11

Estimation Period:
Nov 14, 2000 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts