CDL Investments New Zealand Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.24% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 5.42 | |
| 0.0133 | 7.83 | |
| 0.9769 | 1,060.69 | |
| 0.0173 | 5.39 |
Estimation Period:
Jan 2, 1990 to Feb 5, 2026
Jan 2, 1990 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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