New Zealand Dollar AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
8.85%
increased by 0.03%
1 Week
8.85%
increased by 0.03%
1 Month
8.87%
increased by 0.05%
Analysis last updated: Friday, June 12, 2026 at 08:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 7.12 | |
| 0.0256 | 24.23 | |
| 0.9690 | 798.16 | |
| 0.1684 | 11.00 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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