Jet2 Plc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.63% (+3.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2324 | 15.83 | |
| 0.3157 | 41.47 | |
| 0.8909 | 105.91 | |
| -0.0179 | -3.31 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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