Auckland International Airport Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.60% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 13.89 | |
| 0.0694 | 27.24 | |
| 0.9248 | 417.50 | |
| 0.0975 | 2.09 |
Estimation Period:
Feb 24, 1999 to Feb 6, 2026
Feb 24, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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