V-Lab
V-Lab
S&P/NZX 50 Index Gross EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 29th, 2024:8.52% (-0.40%)

Analysis last updated: Wednesday, February 28, 2024 at 02:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/NZX 50 Index Gross EGARCH
paramt-stat
ω-0.0162-13.75
α0.135732.76
β0.9746882.76
γ-0.0633-17.62
Estimation Period:
Jan 2, 2001 to Feb 23, 2024
Impact of return on volatility tomorrow
Volatility Forecasts