Cathay Pacific Airways Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.70% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0714 | 19.24 | |
| 0.0693 | 36.16 | |
| 0.9137 | 468.57 | |
| 0.2499 | 5.25 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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