Cathay Pacific Airways Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:26.35% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6460 | 6.00 | |
| 0.0855 | 8.68 | |
| 0.8563 | 55.28 | |
| -0.1461 | -2.66 | |
| 0.2629 | 3.34 | |
| -0.2165 | -3.94 | |
| 0.0810 | 1.33 | |
| 0.1384 | 2.30 | |
| -0.2456 | -5.30 | |
| 0.1888 | 4.73 | |
| -0.0348 | -0.78 | |
| -0.1060 | -1.87 | |
| 0.1903 | 2.24 |
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Jan 1, 1990 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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