Jet2 Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.68% (+3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4741 | 3.50 | |
| 0.2243 | 6.74 | |
| 0.6533 | 14.43 | |
| -0.1436 | -1.44 | |
| 0.1740 | 1.19 | |
| 0.0339 | 0.45 | |
| -0.0980 | -1.68 | |
| 0.0114 | 0.19 | |
| 0.0021 | 0.04 | |
| 0.0816 | 2.01 | |
| -0.1260 | -2.52 | |
| 0.0973 | 1.55 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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