US Dollar to New Zealand Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.56% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4842 | 3.26 | |
| 0.0212 | 42.14 | |
| 0.9949 | 682.82 | |
| 2.8170 | 21.82 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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