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	param	t-stat
$ω$	-0.0452	-0.45
$α$	0.0463	1.25
$β$	0.9221	24.37
$γ$	-0.0686	-1.66

V-Lab

New Zealand Dollar EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:9.50% (+0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Zealand Dollar Analyses