Jet Airways India Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.8442 | 3.16 | |
| 0.9051 | 1,051.28 | |
| 0.0946 | 105.61 | |
| 0.0846 | 0.56 | |
| -0.3016 | -1.26 | |
| 0.2886 | 1.89 | |
| -0.0188 | -0.17 | |
| -0.2023 | -1.74 | |
| 0.4613 | 3.55 | |
| -0.9268 | -4.72 | |
| 1.7559 | 3.92 | |
| -80.7604 | -89.29 |
Estimation Period:
Mar 14, 2005 to May 30, 2025
Mar 14, 2005 to May 30, 2025
News Impact Curve
Volatility Forecasts
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