Flight Centre Travel Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:88.98% (+42.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8819 | 5.97 | |
| 0.2193 | 6.61 | |
| 0.4962 | 8.07 | |
| -0.0636 | -1.08 | |
| 0.0924 | 0.99 | |
| 0.0566 | 0.68 | |
| -0.2251 | -2.95 | |
| 0.2023 | 3.43 | |
| -0.0677 | -1.19 | |
| 0.0469 | 0.95 | |
| -0.1130 | -2.21 | |
| 0.1029 | 2.03 |
Estimation Period:
Dec 1, 1995 to Feb 6, 2026
Dec 1, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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