Infratil Limited GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.46% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4105 | 7.32 | |
| 0.0850 | 15.75 | |
| 0.8165 | 52.65 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
News Impact Curve
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