Infratil Limited MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.17% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0298 | 2.72 | |
| 0.7820 | 11.76 | |
| 0.0508 | 4.83 | |
| 3.4870 | 0.02 | |
| 0.0135 | 0.02 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
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