US Dollar to New Zealand Dollar AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
8.52%
decreased by 0.12%
1 Week
8.53%
decreased by 0.11%
1 Month
8.58%
decreased by 0.06%
Analysis last updated: Sunday, June 14, 2026 at 03:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 8.93 | |
| 0.0281 | 26.16 | |
| 0.9641 | 734.28 | |
| -0.1763 | -11.20 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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