Qantas Airways Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.28% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0353 | 14.33 | |
| 0.1425 | 34.49 | |
| 0.9798 | 862.46 | |
| -0.0487 | -11.29 |
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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