V-Lab
New Zealand Exchange Ltd NZX 15 Total Return Index GARCH Volatility Analysis
Volatility Prediction for Monday, June 18th, 2018:11.21% (-0.17%)
Analysis last updated: Monday, March 1, 2021 at 06:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 11.53 | |
| 0.0445 | 21.02 | |
| 0.9396 | 313.62 |
Estimation Period:
Oct 2, 2001 to Jun 15, 2018
Oct 2, 2001 to Jun 15, 2018
News Impact Curve
Volatility Forecasts
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