Air New Zealand Limited GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.24% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1196 | 19.53 | |
| 0.1118 | 25.03 | |
| 0.8761 | 228.91 |
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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