Air New Zealand Limited MEM Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.90% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0283 | 3.84 | |
| 0.0607 | 29.49 | |
| 0.9367 | 458.49 |
Estimation Period:
Oct 10, 1997 to Feb 20, 2026
Oct 10, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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