New Zealand Dollar EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
9.22%
decreased by 0.05%
1 Week
9.28%
increased by 0.01%
1 Month
9.52%
increased by 0.25%
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 | 2.38 | |
| 0.0652 | 25.32 | |
| 0.9950 | 2,324.85 | |
| -0.0197 | -10.16 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other New Zealand Dollar Analyses
Other EGARCH Analyses on Currencies