S&P/NZX All Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:13.43% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0129 | 25.21 | |
| 0.0718 | 17.20 | |
| 0.8587 | 278.97 | |
| 0.0807 | 10.46 |
Estimation Period:
Apr 20, 2006 to Feb 5, 2026
Apr 20, 2006 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices