South Port New Zealand Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.25% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0091 | 5.07 | |
| 0.0356 | 17.66 | |
| 0.9988 | 1,727.94 | |
| -0.0151 | -4.51 |
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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