Qantas Airways Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.43% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0960 | 21.06 | |
| 0.0827 | 31.85 | |
| 0.8983 | 336.55 |
Estimation Period:
Jul 31, 1995 to Feb 13, 2026
Jul 31, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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