Infratil Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.32% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0485 | 20.54 | |
| 0.0801 | 17.28 | |
| 0.8975 | 290.54 | |
| 0.0081 | 1.15 |
Estimation Period:
Mar 28, 1994 to Feb 13, 2026
Mar 28, 1994 to Feb 13, 2026
News Impact Curve
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