Infratil Limited AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.31% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3222 | 6.58 | |
| 0.0468 | 10.32 | |
| 0.8605 | 90.35 | |
| 0.7821 | 2.55 |
Estimation Period:
Sep 9, 2010 to Feb 13, 2026
Sep 9, 2010 to Feb 13, 2026
News Impact Curve
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