Auckland International Airport Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.89% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0581 | 20.43 | |
| 0.0832 | 25.74 | |
| 0.8918 | 252.86 | |
| 0.0783 | 1.89 |
Estimation Period:
Jul 28, 1998 to Feb 5, 2026
Jul 28, 1998 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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