V-Lab
Qantas Airways Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:29.28% (+1.52%)
Analysis last updated: Wednesday, April 17, 2024 at 02:33 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0307 | 12.16 | |
| 0.1372 | 33.18 | |
| 0.9830 | 922.13 | |
| -0.0469 | -10.70 |
Estimation Period:
Jul 31, 1995 to Apr 12, 2024
Jul 31, 1995 to Apr 12, 2024
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