Southwest Airlines Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:48.80% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1741 | 25.08 | |
| 0.0434 | 19.21 | |
| 0.8947 | 333.84 | |
| 0.0672 | 9.75 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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