Cathay Pacific Airways Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.59% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4826 | 4.64 | |
| 0.0580 | 38.33 | |
| 0.9923 | 586.84 | |
| 5.0815 | 11.01 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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