Flight Centre Travel Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:41.80% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8597 | 6.01 | |
| 0.2178 | 6.53 | |
| 0.4716 | 7.25 | |
| -0.0687 | -1.19 | |
| 0.0963 | 1.05 | |
| 0.0623 | 0.77 | |
| -0.2367 | -3.19 | |
| 0.2190 | 3.87 | |
| -0.0914 | -1.68 | |
| 0.0860 | 1.72 | |
| -0.1925 | -3.05 | |
| 0.3026 | 3.14 |
Estimation Period:
Dec 1, 1995 to Feb 20, 2026
Dec 1, 1995 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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