V-Lab: WestJet Airlines Ltd Asy. Power MEM Volatility Analysis

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V-Lab

WestJet Airlines Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, December 16th, 2019:6.14% (-0.77%)

Analysis last updated: Saturday, December 14, 2019 at 01:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0183	16.34
$α$	0.1117	33.51
$β$	0.8883	315.45
$γ$	0.1415	8.98
$δ$	0.5469	10.70

Estimation Period:
Aug 2, 1999 to Dec 13, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts