South Port New Zealand Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.24% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0073 | 4.67 | |
| 0.0211 | 12.59 | |
| 0.9774 | 487.70 | |
| 0.0380 | 0.50 |
Estimation Period:
Jul 8, 1994 to Feb 5, 2026
Jul 8, 1994 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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