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	param	t-stat
$ω$	0.8785	3.39
$α$	0.0389	4.93
$β$	0.9563	116.37
$γ_{1}$	-0.0010	-0.02
$γ_{2}$	0.0313	0.36
$γ_{3}$	-0.0784	-1.37
$γ_{4}$	0.0837	1.25
$γ_{5}$	-0.0494	-0.82
$γ_{6}$	-0.0037	-0.07
$γ_{7}$	0.0396	0.79
$γ_{8}$	-0.0211	-0.33
$γ_{9}$	-0.2032	-0.77
$γ_{10}$	0.9818	1.05

V-Lab

New Zealand Dollar Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:108.64% (-1.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Zealand Dollar Analyses