Port Of Tauranga Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.77% (-11.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2951 | 18.94 | |
| 0.3513 | 8.43 | |
| 0.0842 | 2.56 | |
| -0.3332 | -6.96 |
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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