Qantas Airways Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.03% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1084 | 21.88 | |
| 0.0500 | 17.07 | |
| 0.8918 | 325.12 | |
| 0.0757 | 11.57 |
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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