Cathay Pacific Airways Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.74% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6881 | 6.30 | |
| 0.0857 | 8.67 | |
| 0.8572 | 56.22 | |
| -0.1198 | -2.15 | |
| 0.2203 | 2.75 | |
| -0.1879 | -3.34 | |
| 0.0627 | 1.01 | |
| 0.1443 | 2.39 | |
| -0.2437 | -5.24 | |
| 0.1895 | 4.72 | |
| -0.0513 | -1.17 | |
| -0.0567 | -1.08 | |
| 0.0611 | 1.33 |
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Jan 1, 1990 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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