Skip to main content
V-Lab

Cathay Pacific Airways Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:26.35% (-0.48%)
Analysis last updated: Tuesday, February 17, 2026 at 09:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cathay Pacific Airways Ltd SGARCH
paramt-stat
ω0.64606.00
α0.08558.68
β0.856355.28
γ1-0.1461-2.66
γ20.26293.34
γ3-0.2165-3.94
γ40.08101.33
γ50.13842.30
γ6-0.2456-5.30
γ70.18884.73
γ8-0.0348-0.78
γ9-0.1060-1.87
γ100.19032.24
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts