Infratil Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.38% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 19.35 | |
| 0.1065 | 22.17 | |
| 0.9804 | 863.80 | |
| -0.0169 | -2.62 |
Estimation Period:
Mar 28, 1994 to Feb 5, 2026
Mar 28, 1994 to Feb 5, 2026
News Impact Curve
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