Qantas Airways Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.78% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0354 | 14.34 | |
| 0.1427 | 34.50 | |
| 0.9797 | 860.92 | |
| -0.0486 | -11.26 |
Estimation Period:
Jul 31, 1995 to Feb 6, 2026
Jul 31, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Qantas Airways Ltd Analyses
Other EGARCH Analyses on International Equities