New Zealand Dollar APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.28% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 2.71 | |
| 0.0460 | 4.60 | |
| 0.9254 | 173.55 | |
| 1.0000 | 1,272.25 | |
| 0.5000 | 1.26 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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