Air New Zealand Limited EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.96% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0609 | 20.58 | |
| 0.2168 | 30.08 | |
| 0.9741 | 699.27 | |
| 0.0052 | 0.60 |
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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