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V-Lab

Cathay Pacific Airways Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.66% (-0.15%)
Analysis last updated: Friday, February 6, 2026 at 08:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cathay Pacific Airways Ltd SGARCH
paramt-stat
ω0.64545.99
α0.08568.68
β0.856255.22
γ1-0.1465-2.65
γ20.26323.32
γ3-0.2146-3.86
γ40.07631.24
γ50.14442.40
γ6-0.2500-5.39
γ70.18934.69
γ8-0.0316-0.70
γ9-0.1106-1.94
γ100.19562.31
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts