Auckland International Airport Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.44% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3277 | 5.15 | |
| 0.0965 | 6.56 | |
| 0.8316 | 32.10 | |
| -0.0307 | -0.36 | |
| 0.0036 | 0.03 | |
| 0.2227 | 2.58 | |
| -0.4725 | -5.00 | |
| 0.4592 | 5.01 | |
| -0.2187 | -2.82 | |
| 0.0351 | 0.39 | |
| 0.0202 | 0.21 | |
| -0.1009 | -1.18 | |
| 0.2043 | 1.75 |
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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