New Zealand Exchange Ltd NZX 10 Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
14.61%
increased by 0.16%
1 Week
14.68%
increased by 0.23%
1 Month
14.93%
increased by 0.48%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 10.74 | |
| 0.0652 | 30.30 | |
| 0.9253 | 407.63 | |
| 0.2457 | 13.06 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
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