Jet2 Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.06% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2568 | 12.32 | |
| 0.1999 | 23.61 | |
| 0.7822 | 117.43 | |
| 0.0358 | 2.53 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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