S&P/NZX 50 Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.62% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5061 | 10.84 | |
| 0.0672 | 26.60 | |
| 0.9816 | 582.53 | |
| 8.5534 | 3.67 |
Estimation Period:
Jan 2, 2001 to Feb 20, 2026
Jan 2, 2001 to Feb 20, 2026
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