V-Lab: easyJet PLC Spline-GARCH Volatility Analysis

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V-Lab

easyJet PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:26.42% (-0.81%)

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
$ω$	0.5912	2.95
$α$	0.0870	4.62
$β$	0.8069	21.85
$γ_{1}$	-0.1953	-0.85
$γ_{2}$	0.0531	0.15
$γ_{3}$	0.3687	1.57
$γ_{4}$	-0.4041	-2.32
$γ_{5}$	0.2263	1.17
$γ_{6}$	0.0079	0.04
$γ_{7}$	-0.1379	-0.93
$γ_{8}$	0.3115	2.51
$γ_{9}$	-0.5641	-3.64
$γ_{10}$	0.4584	2.09

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

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