Qantas Airways Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.17% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6277 | 6.56 | |
| 0.0997 | 7.13 | |
| 0.8406 | 46.00 | |
| 0.0135 | 0.31 | |
| -0.1231 | -1.80 | |
| 0.2279 | 4.36 | |
| -0.1642 | -3.50 | |
| 0.0335 | 0.65 | |
| 0.0193 | 0.37 | |
| -0.0072 | -0.16 | |
| 0.0033 | 0.11 |
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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