New Zealand Dollar GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.69% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 2.61 | |
| 0.0216 | 4.19 | |
| 0.9142 | 49.16 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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