Qantas Airways Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.79% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0827 | 14.30 | |
| 0.0856 | 32.44 | |
| 0.8902 | 321.25 | |
| 0.6440 | 18.64 |
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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