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Jet Airways India Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 10:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jet Airways India S0GARCH
paramt-stat
ω0.98709,869,840.00
α0.47314,730,740.00
β0.52695,269,260.00
γ1-0.0474-474,220.00
γ20.0725725,010.00
γ3-0.1219-1,218,780.00
γ40.20302,029,910.00
γ5-0.4893-4,892,830.00
γ60.71727,172,040.00
Estimation Period:
Mar 14, 2005 to May 30, 2025
Impact of return on volatility tomorrow
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