iShares MSCI New Zealand ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.51% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 11.54 | |
| 0.0659 | 18.10 | |
| 0.9117 | 231.46 | |
| 0.4005 | 15.12 |
Estimation Period:
Sep 2, 2010 to Feb 6, 2026
Sep 2, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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