Spark New Zealand Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.93% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0106 | 12.50 | |
| 0.0371 | 23.36 | |
| 0.9603 | 561.91 |
Estimation Period:
Oct 2, 1991 to Feb 6, 2026
Oct 2, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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