V-Lab: easyJet PLC MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

easyJet PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:34.12% (-0.74%)

Analysis last updated: Thursday, May 16, 2024 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0025	1.08
$β$	0.8798	84.30
$γ$	0.0611	12.35
$λ_{1}$	1.6087	0.32
$λ_{2}$	0.7916	0.30
$λ_{3}$	0.0000	0.00

Estimation Period:
Nov 14, 2000 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts