Auckland International Airport Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.54% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0152 | 8.47 | |
| 0.0515 | 19.42 | |
| 0.9464 | 377.04 |
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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