Qantas Airways Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.27% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1079 | 21.87 | |
| 0.0498 | 17.04 | |
| 0.8921 | 325.92 | |
| 0.0758 | 11.60 |
Estimation Period:
Jul 31, 1995 to Feb 20, 2026
Jul 31, 1995 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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