NEW ZEALAND EXCHANGE LTD NZX ALL INDEX AGARCH VOLATILITY GRAPH?

Volatility Prediction for Thursday, May 23: 9.47% (+0.29)
  • COMPARE menu down arrow
    • New Zealand Exchange Ltd NZX All Index»
    • Other Analyses»
      • Commodities»
      • Corporate Bonds»
      • Credit Default Swaps»
      • Currencies»
      • Equities»
      • Equity Indices»
      • Equity Sectors»
      • International Equities»
      • Real Estate»
      • Treasuries»
      • Volatility Indices»
  • SUB PLOTmenu down arrow
    • Return/Price
    • Return
    • Price
    • None
  • LINE STYLE menu down arrow
    • Lines
    • Lines Points
  • KEY POSTION menu down arrow
    • Inside»
      • Bottom Left
      • Bottom Right
      • Top Left
      • Top Right
    • Outside
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (NZD): $985.26 Return: 0.44% 1 Week Pred: 9.72%
Avg Week Vol: 9.4% Avg Month Vol: 9.82% 1 Month Pred: 10.52%
Min Vol: 6.51% Max Vol: 84.61% 6 Months Pred: 12.8%
Avg Vol: 13.38% Vol of Vol: 15.88% 1 Year Pred: 13.46%

Documentation