Air New Zealand Ltd MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.84% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1935 | 18.53 | |
| 0.2358 | 44.27 | |
| 0.7216 | 166.31 |
Estimation Period:
Dec 6, 1991 to Feb 13, 2026
Dec 6, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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