Port Of Tauranga Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.91% (+4.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8758 | 4.96 | |
| 0.2298 | 3.54 | |
| 0.0000 | 0.00 | |
| 0.8237 | 1.62 | |
| -1.4727 | -1.96 | |
| 0.8445 | 2.05 |
Estimation Period:
Sep 5, 2022 to Feb 13, 2026
Sep 5, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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