Qantas Airways Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.89% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0800 | 6.24 | |
| 0.0636 | 28.17 | |
| 0.9850 | 403.51 | |
| 5.4373 | 7.35 |
Estimation Period:
Jul 31, 1995 to Feb 20, 2026
Jul 31, 1995 to Feb 20, 2026
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