Port Of Tauranga Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.84% (-4.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9329 | 5.01 | |
| 0.2457 | 3.55 | |
| 0.0089 | 0.07 | |
| 1.2347 | 2.26 | |
| -2.3418 | -2.76 | |
| 2.2760 | 2.58 |
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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