Port Of Tauranga Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.22% (-4.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6840 | 7.06 | |
| 0.1507 | 10.67 | |
| 0.6062 | 14.77 | |
| -0.8183 | -6.53 |
Estimation Period:
Sep 5, 2022 to Jan 16, 2026
Sep 5, 2022 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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