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	param	t-stat
$ω$	0.9758	3.89
$α$	0.0365	5.17
$β$	0.9586	132.09
$γ_{1}$	0.0212	0.36
$γ_{2}$	0.0001	0.00
$γ_{3}$	-0.0658	-1.17
$γ_{4}$	0.0786	1.21
$γ_{5}$	-0.0474	-0.80
$γ_{6}$	-0.0040	-0.08
$γ_{7}$	0.0383	0.77
$γ_{8}$	-0.0176	-0.28
$γ_{9}$	-0.1830	-0.74
$γ_{10}$	0.8686	1.02

V-Lab

New Zealand Dollar Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:93.67% (-1.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Zealand Dollar Analyses