Qantas Airways Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.41% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0821 | 14.23 | |
| 0.0855 | 32.44 | |
| 0.8904 | 321.90 | |
| 0.6465 | 18.73 |
Estimation Period:
Jul 31, 1995 to Feb 20, 2026
Jul 31, 1995 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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