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V-Lab

Cathay Pacific Airways Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.74% (+0.39%)
Analysis last updated: Saturday, February 21, 2026 at 07:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cathay Pacific Airways Ltd SGARCH
paramt-stat
ω0.64596.00
α0.08568.68
β0.856255.24
γ1-0.1461-2.66
γ20.26293.34
γ3-0.2165-3.94
γ40.08101.33
γ50.13832.30
γ6-0.2456-5.31
γ70.18884.73
γ8-0.0349-0.78
γ9-0.1059-1.87
γ100.18982.24
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts