NEW ZEALAND EXCHANGE LTD NZX 15 TOTAL RETURN INDEX GARCH VOLATILITY GRAPH?

Volatility Prediction for Tuesday, May 21: 10.88% (-0.30)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (NZD): $8,562.22 Return: -0.1% 1 Week Pred: 10.93%
Avg Week Vol: 10.82% Avg Month Vol: 11.2% 1 Month Pred: 11.06%
Min Vol: 7.51% Max Vol: 40.88% 6 Months Pred: 11.58%
Avg Vol: 12.47% Vol of Vol: 11.78% 1 Year Pred: 11.79%

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