New Zealand Dollar APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
8.70%
decreased by 0.06%
1 Week
8.71%
decreased by 0.05%
1 Month
8.75%
decreased by 0.01%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 15.19 | |
| 0.0243 | 20.61 | |
| 0.9721 | 843.84 | |
| 0.2451 | 11.91 | |
| 1.8049 | 35.03 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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