New Zealand Exchange Ltd NZX 15 Total Return Index GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Monday, June 18th, 2018):
1 Day
10.78%
1 Week
10.81%
1 Month
10.92%
Analysis last updated: Thursday, March 26, 2026 at 06:49 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5403 | 13.33 | |
| 0.0509 | 20.60 | |
| 0.9828 | 573.75 | |
| 11.7527 | 2.04 |
Estimation Period:
Oct 2, 2001 to Jun 15, 2018
Oct 2, 2001 to Jun 15, 2018
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