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V-Lab

Jet2 Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.68% (+3.18%)
Analysis last updated: Thursday, February 12, 2026 at 12:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jet2 Plc SGARCH
paramt-stat
ω0.47413.50
α0.22436.74
β0.653314.43
γ1-0.1436-1.44
γ20.17401.19
γ30.03390.45
γ4-0.0980-1.68
γ50.01140.19
γ60.00210.04
γ70.08162.01
γ8-0.1260-2.52
γ90.09731.55
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts