Qantas Airways Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.43% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0825 | 14.26 | |
| 0.0855 | 32.42 | |
| 0.8903 | 321.52 | |
| 0.6463 | 18.71 |
Estimation Period:
Jul 31, 1995 to Feb 13, 2026
Jul 31, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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