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V-Lab

Jet Airways India 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 SGARCH
paramt-stat
ω22.84423.16
α0.90511,051.28
β0.0946105.61
γ10.08460.56
γ2-0.3016-1.26
γ30.28861.89
γ4-0.0188-0.17
γ5-0.2023-1.74
γ60.46133.55
γ7-0.9268-4.72
γ81.75593.92
γ9-80.7604-89.29
Estimation Period:
Mar 14, 2005 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts