Spark New Zealand Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.88% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9093 | 8.16 | |
| 0.0392 | 46.57 | |
| 0.9962 | 2,435.74 | |
| 6.1120 | 13.62 |
Estimation Period:
Oct 2, 1991 to Feb 6, 2026
Oct 2, 1991 to Feb 6, 2026
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