V-Lab
V-Lab
WestJet Airlines Ltd MEM Volatility Analysis
Volatility Prediction for Monday, December 16th, 2019:5.80% (-0.17%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of WestJet Airlines Ltd MEM
paramt-stat
ω0.00201.73
α0.072318.49
β0.9277425.36
Estimation Period:
Aug 2, 1999 to Dec 13, 2019
Impact of return on volatility tomorrow
Volatility Forecasts