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

Volatility Prediction for Monday, May 20: 9.45% (+0.87)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (NZD): $4,597.84 Return: -0.83% 1 Week Pred: 9.52%
Avg Week Vol: 8.93% Avg Month Vol: 9.28% 1 Month Pred: 9.74%
Min Vol: 6.4% Max Vol: 44.28% 6 Months Pred: 10.37%
Avg Vol: 11.7% Vol of Vol: 12.31% 1 Year Pred: 10.53%