V-Lab: Qantas Airways Ltd MF2-GARCH Volatility Analysis

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V-Lab

Qantas Airways Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:33.25% (+1.04%)

Analysis last updated: Saturday, April 20, 2024 at 08:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0618	18.85
$β$	0.7992	137.38
$γ$	0.1186	18.38
$λ_{1}$	0.0841	2.70
$λ_{2}$	0.0601	3.06
$λ_{3}$	0.9220	34.17

Estimation Period:
Jul 31, 1995 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts