V-Lab: Qantas Airways Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Qantas Airways Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:28.38% (-0.61%)

Analysis last updated: Friday, May 3, 2024 at 05:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6515	6.11
$α$	0.1000	7.19
$β$	0.8475	48.52
$γ_{1}$	0.0475	0.86
$γ_{2}$	-0.1877	-2.09
$γ_{3}$	0.2691	3.95
$γ_{4}$	-0.1707	-2.80
$γ_{5}$	0.0422	0.69
$γ_{6}$	-0.0284	-0.50
$γ_{7}$	0.0580	1.25
$γ_{8}$	-0.0377	-1.25

Estimation Period:
Jul 31, 1995 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts