Auckland International Airport Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.96% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 7.14 | |
| 0.0302 | 9.75 | |
| 0.9520 | 421.43 | |
| 0.0323 | 4.88 |
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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