V-Lab: Qantas Airways Ltd GJR-GARCH Volatility Analysis

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V-Lab

Qantas Airways Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:25.17% (-0.83%)

Analysis last updated: Tuesday, May 7, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0893	20.32
$α$	0.0467	16.97
$β$	0.9017	345.46
$γ$	0.0721	11.62

Estimation Period:
Jul 31, 1995 to May 3, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts