Skip to main content
V-Lab

New Zealand Exchange Ltd NZX 15 Total Return Index AGARCH Volatility Analysis

Inactive

Last recorded values (Monday, June 18th, 2018):

1 Day

10.10%

1 Week

10.17%

1 Month

10.42%

Analysis last updated: Friday, June 15, 2018 at 07:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of New Zealand Exchange Ltd NZX 15 Total Return Index AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time