Qantas Airways Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.60% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6170 | 6.41 | |
| 0.1001 | 7.12 | |
| 0.8396 | 45.63 | |
| 0.0103 | 0.24 | |
| -0.1190 | -1.73 | |
| 0.2266 | 4.34 | |
| -0.1644 | -3.51 | |
| 0.0347 | 0.67 | |
| 0.0181 | 0.35 | |
| -0.0062 | -0.13 | |
| 0.0025 | 0.08 |
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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