Infratil Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.03% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3882 | 6.07 | |
| 0.0508 | 6.04 | |
| 0.8301 | 49.11 | |
| 0.0531 | 2.60 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
News Impact Curve
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