Cathay Pacific Airways Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.54% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6863 | 6.26 | |
| 0.0855 | 8.69 | |
| 0.8578 | 56.55 | |
| -0.1204 | -2.15 | |
| 0.2208 | 2.73 | |
| -0.1866 | -3.28 | |
| 0.0600 | 0.96 | |
| 0.1475 | 2.43 | |
| -0.2459 | -5.26 | |
| 0.1899 | 4.69 | |
| -0.0504 | -1.14 | |
| -0.0571 | -1.07 | |
| 0.0604 | 1.31 |
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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