Auckland International Airport Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.09% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0440 | 18.89 | |
| 0.0735 | 23.90 | |
| 0.9081 | 269.30 |
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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