Port Of Tauranga Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.15% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7525 | 10.95 | |
| 0.2992 | 9.39 | |
| 0.3225 | 5.83 | |
| 0.1710 | 4.95 |
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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