S&P/NZX 50 Total Return Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.98% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 23.48 | |
| 0.0746 | 30.56 | |
| 0.8992 | 330.23 |
Estimation Period:
Jan 2, 2001 to Feb 20, 2026
Jan 2, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices