V-Lab
Cathay Pacific Airways Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:26.01% (+0.17%)
Analysis last updated: Sunday, April 21, 2024 at 12:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6116 | 4.94 | |
| 0.0591 | 38.33 | |
| 0.9924 | 630.88 | |
| 5 | 9.97 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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