Cathay Pacific Airways Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.66% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6454 | 5.99 | |
| 0.0856 | 8.68 | |
| 0.8562 | 55.22 | |
| -0.1465 | -2.65 | |
| 0.2632 | 3.32 | |
| -0.2146 | -3.86 | |
| 0.0763 | 1.24 | |
| 0.1444 | 2.40 | |
| -0.2500 | -5.39 | |
| 0.1893 | 4.69 | |
| -0.0316 | -0.70 | |
| -0.1106 | -1.94 | |
| 0.1956 | 2.31 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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