Air New Zealand Limited GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.22% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.6905 | 8.62 | |
| 0.0660 | 73.13 | |
| 0.9971 | 2,994.25 | |
| 4.7096 | 28.01 |
Estimation Period:
Oct 2, 1997 to Feb 6, 2026
Oct 2, 1997 to Feb 6, 2026
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