New Zealand Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.50% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4319 | 3.76 | |
| 0.0220 | 41.70 | |
| 0.9948 | 797.79 | |
| 3.0443 | 19.24 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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