Spark New Zealand Ltd Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.91% (+1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0375 | 24.14 | |
| 0.1249 | 38.24 | |
| 0.8572 | 349.86 | |
| 0.0140 | 2.38 |
Estimation Period:
Jul 18, 1991 to Feb 13, 2026
Jul 18, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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