V-Lab
New Zealand Exchange Ltd NZX 15 Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 18th, 2018:10.62% (-0.17%)
Analysis last updated: Monday, March 1, 2021 at 08:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 13.87 | |
| 0.0208 | 8.78 | |
| 0.9388 | 331.85 | |
| 0.0413 | 7.29 |
Estimation Period:
Oct 2, 2001 to Jun 15, 2018
Oct 2, 2001 to Jun 15, 2018
News Impact Curve
Volatility Forecasts
Other New Zealand Exchange Ltd NZX 15 Total Return Index Analyses