V-Lab: Southwest Airlines Co GAS-GARCH Student T Volatility Analysis

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V-Lab

Southwest Airlines Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:36.21% (+1.69%)

Analysis last updated: Thursday, May 2, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.6311	4.76
$α$	0.0564	24.79
$β$	0.9882	359.20
$ν$	6	6.17

Estimation Period:
Jan 2, 1990 to Apr 26, 2024