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	param	t-stat
$ω$	0.0223	2.72
$α$	0.0001	0.59
$β$	0.9262	45.64
$γ$	0.0451	5.23

V-Lab

New Zealand Dollar GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 26th, 2026:9.37% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Zealand Dollar Analyses