Jet2 Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.63% (+3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4859 | 3.56 | |
| 0.2254 | 6.75 | |
| 0.6512 | 14.27 | |
| -0.1384 | -1.38 | |
| 0.1683 | 1.14 | |
| 0.0323 | 0.43 | |
| -0.0931 | -1.60 | |
| 0.0057 | 0.10 | |
| 0.0069 | 0.15 | |
| 0.0775 | 1.97 | |
| -0.1217 | -2.72 | |
| 0.0901 | 2.67 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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