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V-Lab

Cathay Pacific Airways Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.54% (+0.04%)
Analysis last updated: Saturday, February 7, 2026 at 10:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cathay Pacific Airways Ltd S0GARCH
paramt-stat
ω0.68636.26
α0.08558.69
β0.857856.55
γ1-0.1204-2.15
γ20.22082.73
γ3-0.1866-3.28
γ40.06000.96
γ50.14752.43
γ6-0.2459-5.26
γ70.18994.69
γ8-0.0504-1.14
γ9-0.0571-1.07
γ100.06041.31
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts