Spark New Zealand Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.20% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0109 | 11.87 | |
| 0.0395 | 13.83 | |
| 0.9597 | 552.82 | |
| -0.0036 | -0.97 |
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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