Cathay Pacific Airways Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.74% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6459 | 6.00 | |
| 0.0856 | 8.68 | |
| 0.8562 | 55.24 | |
| -0.1461 | -2.66 | |
| 0.2629 | 3.34 | |
| -0.2165 | -3.94 | |
| 0.0810 | 1.33 | |
| 0.1383 | 2.30 | |
| -0.2456 | -5.31 | |
| 0.1888 | 4.73 | |
| -0.0349 | -0.78 | |
| -0.1059 | -1.87 | |
| 0.1898 | 2.24 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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