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V-Lab

Qantas Airways Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.04% (-0.40%)
Analysis last updated: Friday, February 20, 2026 at 07:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Qantas Airways Ltd S0GARCH
paramt-stat
ω0.62276.46
α0.09967.14
β0.841046.20
γ10.01130.26
γ2-0.1199-1.74
γ30.22584.32
γ4-0.1627-3.48
γ50.03260.63
γ60.02010.38
γ7-0.0081-0.18
γ80.00400.13
Estimation Period:
Jul 31, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts