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	param	t-stat
$ω$	1.3239	4.44
$α$	0.0477	4.63
$β$	0.9500	84.90
$γ_{1}$	0.0133	0.17
$γ_{2}$	0.0012	0.01
$γ_{3}$	-0.0411	-0.57
$γ_{4}$	0.0390	0.48
$γ_{5}$	-0.0106	-0.15
$γ_{6}$	-0.0312	-0.52
$γ_{7}$	0.0969	1.27
$γ_{8}$	-0.4617	-1.41
$γ_{9}$	1.1287	1.38
$γ_{10}$	-1.1162	-1.41

V-Lab

New Zealand Dollar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:43.22% (-1.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Zealand Dollar Analyses