Cathay Pacific Airways Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.52% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0725 | 21.22 | |
| 0.7736 | 70.28 | |
| 0.0488 | 8.35 | |
| 0.0176 | 3.35 | |
| 0.0208 | 4.75 | |
| 0.9749 | 193.77 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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