Auckland International Airport Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.13% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9436 | 3.82 | |
| 0.0727 | 4.38 | |
| 0.8482 | 24.85 | |
| 0.1160 | 0.50 | |
| 0.1948 | 0.57 | |
| -0.5305 | -2.79 | |
| 0.1836 | 1.30 | |
| 0.1775 | 1.31 | |
| -0.3234 | -2.50 | |
| 0.4345 | 3.75 | |
| -0.5115 | -4.66 | |
| 0.4352 | 3.73 | |
| -0.3270 | -2.23 |
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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