Spark New Zealand Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.30% (+2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0461 | 17.24 | |
| 0.0709 | 27.53 | |
| 0.9127 | 302.11 |
Estimation Period:
Jul 18, 1991 to Feb 5, 2026
Jul 18, 1991 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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