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	param	t-stat
$ω$	0.0237	2.83
$α$	0.0450	4.41
$β$	0.9235	44.13
$γ$	-0.0450	-4.44

V-Lab

US Dollar to New Zealand Dollar GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 26th, 2026:9.44% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other US Dollar to New Zealand Dollar Analyses