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V-Lab

Jet2 Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.03% (-2.41%)
Analysis last updated: Saturday, February 7, 2026 at 10:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Jet2 Plc S0GARCH
paramt-stat
ω2.32370.01
α0.74030.01
β0.25970.00
γ11,246.62800.17
γ2-1,782.8700-0.16
γ3636.13270.17
γ4-179.3837-0.06
γ5138.53560.02
γ6-20.9708-0.01
γ7-72.7469-0.00
γ84.90430.00
γ952.41020.01
Estimation Period:
Mar 11, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts