Ryanair Holdings PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.57% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1667 | 17.62 | |
| 0.0254 | 13.72 | |
| 0.9075 | 286.81 | |
| 0.0843 | 12.56 |
Estimation Period:
May 30, 1997 to Feb 13, 2026
May 30, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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