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V-Lab

Jet2 Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.00% (-6.08%)
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 SGARCH
paramt-stat
ω0.17731,773,450.00
α0.39663,965,950.00
β0.60346,034,050.00
γ18.895388,953,350.00
γ2-35.3308-353,307,700.00
γ357.9470579,469,800.00
γ4-46.9215-469,214,900.00
γ518.1441181,440,900.00
γ6-6.4507-64,506,770.00
Estimation Period:
Mar 11, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts