New Zealand Dollar APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.74% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 6.32 | |
| 0.0017 | 0.00 | |
| 0.9253 | 22.61 | |
| 1.0000 | 0.00 | |
| 3.0000 | 1.64 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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