S&P/NZX All Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
11.91%
decreased by 0.11%
1 Week
11.95%
decreased by 0.07%
1 Month
12.06%
increased by 0.04%
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 | |
|---|---|---|
| 0.0102 | 24.47 | |
| 0.0821 | 35.26 | |
| 0.8987 | 370.92 | |
| 0.1642 | 12.05 |
Estimation Period:
Jan 3, 1990 to Apr 2, 2026
Jan 3, 1990 to Apr 2, 2026
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