S&P/NZX 50 Total Return Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.94% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0149 | -12.58 | |
| 0.1259 | 31.99 | |
| 0.9755 | 920.26 | |
| -0.0660 | -19.38 |
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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