V-Lab
New Zealand Dollar GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:7.91% (-0.10%)
Analysis last updated: Thursday, April 25, 2024 at 07:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 13.33 | |
| 0.0287 | 22.01 | |
| 0.9668 | 673.73 |
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Jan 2, 1990 to Apr 19, 2024
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