New Zealand Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:8.80% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4296 | 3.78 | |
| 0.0220 | 41.82 | |
| 0.9949 | 806.22 | |
| 3.0523 | 19.17 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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