Auckland International Airport Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.93% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0306 | 5.85 | |
| 0.8652 | 187.15 | |
| 0.0608 | 9.53 | |
| 0.2379 | 0.15 | |
| 0.9197 | 0.13 | |
| 0.0000 | 0.00 |
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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