V-Lab
New Zealand Exchange Ltd NZX 15 Total Return Index APARCH Volatility Analysis
Volatility Prediction for Monday, June 18th, 2018:9.93% (-0.15%)
Analysis last updated: Friday, June 15, 2018 at 07:00 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0128 | 14.84 | |
| 0.0459 | 21.35 | |
| 0.9410 | 341.80 | |
| 0.3805 | 13.04 | |
| 1.3885 | 17.74 |
Estimation Period:
Oct 2, 2001 to Jun 15, 2018
Oct 2, 2001 to Jun 15, 2018
News Impact Curve
Volatility Forecasts
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