Cathay Pacific Airways Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.56% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0705 | 19.95 | |
| 0.0493 | 21.10 | |
| 0.9191 | 498.68 | |
| 0.0319 | 6.57 |
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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