Flight Centre Travel Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:93.36% (+38.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8563 | 5.98 | |
| 0.2180 | 6.52 | |
| 0.4723 | 7.26 | |
| -0.0704 | -1.21 | |
| 0.0985 | 1.08 | |
| 0.0619 | 0.76 | |
| -0.2366 | -3.19 | |
| 0.2180 | 3.84 | |
| -0.0905 | -1.65 | |
| 0.0871 | 1.74 | |
| -0.1955 | -3.14 | |
| 0.3080 | 3.30 |
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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