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V-Lab

Cathay Pacific Airways Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.23% (+0.49%)
Analysis last updated: Saturday, February 21, 2026 at 07:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cathay Pacific Airways Ltd S0GARCH
paramt-stat
ω0.68836.30
α0.08578.67
β0.857256.22
γ1-0.1197-2.15
γ20.22022.74
γ3-0.1878-3.34
γ40.06271.01
γ50.14432.39
γ6-0.2437-5.24
γ70.18954.72
γ8-0.0514-1.17
γ9-0.0566-1.08
γ100.06101.33
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts