Auckland International Airport Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.72% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 15.89 | |
| 0.1508 | 25.18 | |
| 0.9768 | 710.40 | |
| -0.0179 | -2.27 |
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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