Cathay Pacific Airways Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.79% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0707 | 19.94 | |
| 0.0494 | 21.10 | |
| 0.9189 | 497.76 | |
| 0.0321 | 6.59 |
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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