S&P/NZX 50 Total Return Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
11.17%
decreased by 0.20%
1 Week
11.16%
decreased by 0.21%
1 Month
11.12%
decreased by 0.25%
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 | |
|---|---|---|
| 0.0132 | 23.90 | |
| 0.0248 | 11.01 | |
| 0.9073 | 399.18 | |
| 0.0806 | 13.69 |
Estimation Period:
Jan 2, 2001 to Jun 5, 2026
Jan 2, 2001 to Jun 5, 2026
Other GJR-GARCH Analyses on Equity Indices