S&P/NZX 50 Total Return Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.76% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 28.49 | |
| 0.0903 | 48.42 | |
| 0.8608 | 504.27 | |
| 0.2823 | 23.09 |
Estimation Period:
Jan 2, 2001 to Feb 20, 2026
Jan 2, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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