Qantas Airways Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.93% (+1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0555 | 16.54 | |
| 0.7728 | 123.35 | |
| 0.1263 | 19.36 | |
| 1.0555 | 0.85 | |
| 0.7607 | 0.88 | |
| 0.0000 | 0.00 |
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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