Cathay Pacific Airways Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.23% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6883 | 6.30 | |
| 0.0857 | 8.67 | |
| 0.8572 | 56.22 | |
| -0.1197 | -2.15 | |
| 0.2202 | 2.74 | |
| -0.1878 | -3.34 | |
| 0.0627 | 1.01 | |
| 0.1443 | 2.39 | |
| -0.2437 | -5.24 | |
| 0.1895 | 4.72 | |
| -0.0514 | -1.17 | |
| -0.0566 | -1.08 | |
| 0.0610 | 1.33 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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