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

Volatility Prediction for Friday, May 17: 8.76% (-0.24)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (NZD): $4,636.03 Return: -0.22% 1 Week Pred: 8.89%
Avg Week Vol: 9.11% Avg Month Vol: 9.78% 1 Month Pred: 9.32%
Min Vol: 6.3% Max Vol: 44.27% 6 Months Pred: 10.61%
Avg Vol: 11.7% Vol of Vol: 12.16% 1 Year Pred: 11%

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