Ryanair Holdings Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.92% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0741 | 10.42 | |
| 0.0111 | 7.71 | |
| 0.9495 | 615.37 | |
| 0.0606 | 12.37 |
Estimation Period:
Jan 26, 2005 to Feb 6, 2026
Jan 26, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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