NEW ZEALAND EXCHANGE LTD NZX 10 INDEX GJR-GARCH VOLATILITY GRAPH?

Volatility Prediction for Thursday, May 23: 11.93% (-0.08)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (NZD): $1,090.02 Return: 0.7% 1 Week Pred: 12.09%
Avg Week Vol: 12.11% Avg Month Vol: 12.62% 1 Month Pred: 12.67%
Min Vol: 7.73% Max Vol: 118.25% 6 Months Pred: 16%
Avg Vol: 19.66% Vol of Vol: 26.02% 1 Year Pred: 18.88%