Air New Zealand Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.60% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8921 | 9.25 | |
| 0.0943 | 31.23 | |
| 0.9674 | 282.94 | |
| 4.3026 | 12.77 |
Estimation Period:
Jan 2, 1990 to Feb 5, 2026
Jan 2, 1990 to Feb 5, 2026
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