Qantas Airways Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.37% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0961 | 21.05 | |
| 0.0829 | 31.88 | |
| 0.8981 | 335.97 |
Estimation Period:
Jul 31, 1995 to Feb 6, 2026
Jul 31, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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