Qantas Airways Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.19% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0832 | 14.33 | |
| 0.0858 | 32.44 | |
| 0.8899 | 320.44 | |
| 0.6460 | 18.71 |
Estimation Period:
Jul 31, 1995 to Jan 30, 2026
Jul 31, 1995 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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