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V-Lab
Southwest Airlines Co AGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:32.10% (-1.54%)

Analysis last updated: Thursday, May 16, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Southwest Airlines Co AGARCH
paramt-stat
ω0.148718.71
α0.091240.35
β0.8727330.33
γ0.856621.95
Estimation Period:
Jan 2, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts