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V-Lab

Cathay Pacific Airways Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.74% (-0.57%)
Analysis last updated: Tuesday, February 17, 2026 at 09:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cathay Pacific Airways Ltd S0GARCH
paramt-stat
ω0.68816.30
α0.08578.67
β0.857256.22
γ1-0.1198-2.15
γ20.22032.75
γ3-0.1879-3.34
γ40.06271.01
γ50.14432.39
γ6-0.2437-5.24
γ70.18954.72
γ8-0.0513-1.17
γ9-0.0567-1.08
γ100.06111.33
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts