Auckland International Airport Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.33% (+2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 17.98 | |
| 0.0643 | 12.04 | |
| 0.9055 | 260.81 | |
| 0.0205 | 2.02 |
Estimation Period:
Jul 28, 1998 to Feb 13, 2026
Jul 28, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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