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V-Lab

Jet2 Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.63% (+3.06%)
Analysis last updated: Sunday, February 15, 2026 at 03:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jet2 Plc S0GARCH
paramt-stat
ω0.48593.56
α0.22546.75
β0.651214.27
γ1-0.1384-1.38
γ20.16831.14
γ30.03230.43
γ4-0.0931-1.60
γ50.00570.10
γ60.00690.15
γ70.07751.97
γ8-0.1217-2.72
γ90.09012.67
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts