Port of Tauranga Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.56% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0331 | 17.07 | |
| 0.0449 | 16.82 | |
| 0.9228 | 361.45 | |
| 0.0319 | 4.76 |
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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