Air New Zealand Limited AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.96% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1896 | 28.32 | |
| 0.1456 | 31.68 | |
| 0.8335 | 232.75 | |
| -0.1592 | -2.32 |
Estimation Period:
Oct 2, 1997 to Feb 6, 2026
Oct 2, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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