Cathay Pacific Airways Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.68% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0706 | 19.95 | |
| 0.0493 | 21.10 | |
| 0.9190 | 498.38 | |
| 0.0319 | 6.57 |
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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