Port of Tauranga Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.21% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0317 | 16.50 | |
| 0.1335 | 28.83 | |
| 0.9673 | 498.59 | |
| -0.0269 | -4.50 |
Estimation Period:
May 5, 1992 to Feb 5, 2026
May 5, 1992 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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