Flight Centre Travel Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:48.96% (-6.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6638 | 16.01 | |
| 0.1300 | 15.71 | |
| 0.7282 | 79.67 | |
| 0.0355 | 2.31 |
Estimation Period:
Dec 1, 1995 to Jan 30, 2026
Dec 1, 1995 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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