V-Lab: Southwest Airlines Co MF2-GARCH Volatility Analysis

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V-Lab

Southwest Airlines Co MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:46.84% (-2.31%)

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
$m$	31
$α$	0.0473	14.36
$β$	0.7502	86.41
$γ$	0.1302	19.58
$λ_{1}$	0.0171	3.32
$λ_{2}$	0.0184	5.93
$λ_{3}$	0.9787	259.94

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts