S&P/NZX 50 Total Return Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
11.31%
increased by 0.13%
1 Week
11.30%
increased by 0.12%
1 Month
11.29%
increased by 0.11%
Analysis last updated: Friday, June 12, 2026 at 06:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 28.05 | |
| 0.0898 | 49.16 | |
| 0.8620 | 513.43 | |
| 0.2863 | 23.47 |
Estimation Period:
Jan 2, 2001 to Jun 5, 2026
Jan 2, 2001 to Jun 5, 2026
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