S&P/NZX 50 Total Return Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
11.80%
unchanged at 0.00%
1 Week
11.80%
unchanged at 0.00%
1 Month
11.79%
decreased by 0.01%
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 | |
|---|---|---|
| -0.0150 | -12.68 | |
| 0.1267 | 32.50 | |
| 0.9752 | 921.77 | |
| -0.0666 | -19.64 |
Estimation Period:
Jan 2, 2001 to Jun 5, 2026
Jan 2, 2001 to Jun 5, 2026
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