Southwest Airlines Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.98% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1754 | 25.11 | |
| 0.0438 | 19.07 | |
| 0.8940 | 332.22 | |
| 0.0674 | 9.69 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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