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	param	t-stat
$ω$	0.4286	18.75
$α$	0.0738	2.83
$β$	0.0000	0.00
$γ$	0.7466	2.13

V-Lab

New Zealand Dollar AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:11.15% (-1.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Zealand Dollar Analyses