S&P/NZX 50 Total Return Index APARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
11.63%
increased by 0.07%
1 Week
11.64%
increased by 0.08%
1 Month
11.66%
increased by 0.10%
Analysis last updated: Saturday, June 13, 2026 at 06:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0154 | 25.87 | |
| 0.0639 | 28.63 | |
| 0.9221 | 404.07 | |
| 0.4979 | 20.78 | |
| 1.2893 | 26.18 |
Estimation Period:
Jan 2, 2001 to Jun 12, 2026
Jan 2, 2001 to Jun 12, 2026
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