Auckland International Airport Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.42% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.1300 | 9.03 | |
| 0.0457 | 52.23 | |
| 0.9990 | 6,204.97 | |
| 5.9917 | 9.96 |
Estimation Period:
Feb 24, 1999 to Feb 13, 2026
Feb 24, 1999 to Feb 13, 2026
Other Auckland International Airport Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities