V-Lab: WestJet Airlines Ltd APARCH Volatility Analysis

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V-Lab

WestJet Airlines Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, December 16th, 2019:8.78% (-0.41%)

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
$ω$	0.0209	12.56
$α$	0.0531	12.22
$β$	0.9469	254.88
$γ$	0.3680	7.99
$δ$	0.5495	9.34

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts