Infratil Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.31% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0496 | 21.13 | |
| 0.0853 | 31.38 | |
| 0.8957 | 294.45 |
Estimation Period:
Mar 28, 1994 to Feb 13, 2026
Mar 28, 1994 to Feb 13, 2026
News Impact Curve
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