Infratil Limited EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.21% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1020 | 5.76 | |
| 0.1420 | 11.16 | |
| 0.9372 | 71.62 | |
| -0.0284 | -1.74 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
News Impact Curve
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