Port Of Tauranga Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.05% (-2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3030 | 13.25 | |
| 0.1603 | 3.52 | |
| 0.2229 | 4.01 | |
| 3.9309 | 1.86 |
Estimation Period:
Sep 5, 2022 to Jan 16, 2026
Sep 5, 2022 to Jan 16, 2026
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