Cathay Pacific Airways Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.31% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0725 | 21.24 | |
| 0.7740 | 70.59 | |
| 0.0488 | 8.36 | |
| 0.0174 | 3.35 | |
| 0.0207 | 4.77 | |
| 0.9750 | 195.35 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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