V-Lab
V-Lab
Southwest Airlines Co APARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:33.85% (-1.16%)

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 APARCH
paramt-stat
ω0.051218.84
α0.066029.34
β0.9295407.16
γ0.356916.51
δ1.095927.04
Estimation Period:
Jan 2, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts