New Zealand Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
8.35%
decreased by 0.12%
1 Week
8.36%
decreased by 0.11%
1 Month
8.40%
decreased by 0.07%
Analysis last updated: Sunday, June 14, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6825 | 7.05 | |
| 0.0280 | 5.23 | |
| 0.9642 | 147.59 | |
| -0.0019 | -2.48 | |
| 0.0023 | 2.34 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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