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Qantas Airways Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.60% (-0.52%)
Analysis last updated: Friday, February 6, 2026 at 07:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Qantas Airways Ltd S0GARCH
paramt-stat
ω0.61706.41
α0.10017.12
β0.839645.63
γ10.01030.24
γ2-0.1190-1.73
γ30.22664.34
γ4-0.1644-3.51
γ50.03470.67
γ60.01810.35
γ7-0.0062-0.13
γ80.00250.08
Estimation Period:
Jul 31, 1995 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts