NEW ZEALAND EXCHANGE LTD NZX 10 INDEX EGARCH VOLATILITY GRAPH?

Volatility Prediction for Monday, May 27: 12.76% (+1.93)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (NZD): $1,076.00 Return: -1.37% 1 Week Pred: 13.01%
Avg Week Vol: 11.75% Avg Month Vol: 12.83% 1 Month Pred: 13.95%
Min Vol: 6.87% Max Vol: 99.06% 6 Months Pred: 19.3%
Avg Vol: 18.91% Vol of Vol: 21.4% 1 Year Pred: 22.67%

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