Port of Tauranga Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.77% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0316 | 16.92 | |
| 0.0585 | 29.58 | |
| 0.9246 | 361.59 |
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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