Jet2 Plc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.76% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2599 | 21.72 | |
| 0.5968 | 36.29 | |
| -0.0588 | -3.06 | |
| 0.0043 | 1.41 | |
| 0.0042 | 1.41 | |
| 0.9951 | 315.52 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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