Cathay Pacific Airways Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.47% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4720 | 4.65 | |
| 0.0579 | 38.32 | |
| 0.9923 | 587.19 | |
| 5.0846 | 11.00 |
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Jan 1, 1990 to Feb 16, 2026
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