Auckland International Airport Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.73% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2404 | 9.82 | |
| 0.0655 | 26.93 | |
| 0.9799 | 461.77 | |
| 6.5867 | 5.46 |
Estimation Period:
Jul 28, 1998 to Feb 5, 2026
Jul 28, 1998 to Feb 5, 2026
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