Air New Zealand Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.99% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1191 | 18.61 | |
| 0.1131 | 13.04 | |
| 0.8762 | 228.72 | |
| -0.0026 | -0.18 |
Estimation Period:
Oct 2, 1997 to Feb 6, 2026
Oct 2, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Air New Zealand Limited Analyses
Other GJR-GARCH Analyses on International Equities