Air New Zealand Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.44% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1751 | 24.64 | |
| 0.1171 | 19.17 | |
| 0.8356 | 210.86 | |
| 0.0090 | 0.97 |
Estimation Period:
Jan 2, 1990 to Feb 5, 2026
Jan 2, 1990 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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