S&P/NZX All Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
11.92%
decreased by 0.11%
1 Week
11.85%
decreased by 0.18%
1 Month
11.63%
decreased by 0.40%
Analysis last updated: Friday, June 12, 2026 at 10:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0127 | 25.13 | |
| 0.0713 | 17.21 | |
| 0.8601 | 284.71 | |
| 0.0806 | 10.60 |
Estimation Period:
Apr 20, 2006 to Apr 2, 2026
Apr 20, 2006 to Apr 2, 2026
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