NEW ZEALAND DOLLAR GARCH VOLATILITY GRAPH?

Volatility Prediction for Wednesday, June 19: 13.87% (-0.41)
  • COMPARE menu down arrow
  • SUB PLOTmenu down arrow
  • LINE STYLE menu down arrow
  • KEY POSTION menu down arrow
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (NZD): $0.80 Return: -0.06% 1 Week Pred: 13.87%
Avg Week Vol: 14.2% Avg Month Vol: 13.53% 1 Month Pred: 13.85%
Min Vol: 4.6% Max Vol: 42.04% 6 Months Pred: 13.74%
Avg Vol: 11.8% Vol of Vol: 11.94% 1 Year Pred: 13.63%

Documentation