NEW ZEALAND EXCHANGE LTD NZX 50 TOTAL RETURN INDEX EGARCH VOLATILITY GRAPH?

Volatility Prediction for Thursday, May 23: 8.97% (-0.22)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (NZD): $4,610.18 Return: 0.42% 1 Week Pred: 9.06%
Avg Week Vol: 9.18% Avg Month Vol: 9.56% 1 Month Pred: 9.35%
Min Vol: 5.46% Max Vol: 39.08% 6 Months Pred: 10.37%
Avg Vol: 11.54% Vol of Vol: 11.16% 1 Year Pred: 10.72%

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