S&P/NZX 50 Total Return Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.28% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 24.90 | |
| 0.0663 | 20.06 | |
| 0.8762 | 358.82 | |
| 0.0715 | 10.94 |
Estimation Period:
Feb 21, 2003 to Feb 5, 2026
Feb 21, 2003 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices