Channel Infrastructure NZ Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.89% (+6.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4451 | 22.36 | |
| 0.1367 | 19.16 | |
| 0.7148 | 83.10 | |
| 0.0369 | 2.41 |
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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