V-Lab
Cathay Pacific Airways Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:21.63% (-0.56%)
Analysis last updated: Friday, May 3, 2024 at 10:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7317 | 6.02 | |
| 0.0813 | 8.95 | |
| 0.8780 | 68.79 | |
| -0.0782 | -1.81 | |
| 0.1556 | 2.46 | |
| -0.2012 | -5.12 | |
| 0.2522 | 7.24 | |
| -0.2269 | -6.86 | |
| 0.1595 | 4.77 | |
| -0.0824 | -2.59 | |
| 0.0242 | 1.09 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Jan 1, 1990 to Apr 30, 2024
News Impact Curve
Volatility Forecasts
Other Cathay Pacific Airways Ltd Analyses