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	param	t-stat
$ω$	0.0029	0.73
$α$	0.0285	9.68
$β$	0.9187	124.60
$γ$	0.8558	3.72

V-Lab

New Zealand Dollar AGARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:22.15% (-0.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Zealand Dollar Analyses