Qantas Airways Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.11% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0352 | 14.32 | |
| 0.1424 | 34.47 | |
| 0.9798 | 864.81 | |
| -0.0487 | -11.30 |
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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