V-Lab: New Zealand Dollar GAS-GARCH Student T Volatility Analysis

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V-Lab

New Zealand Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:9.01% (-0.20%)

Analysis last updated: Sunday, May 19, 2024 at 03:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4331	3.86
$α$	0.0225	42.78
$β$	0.9950	841.78
$ν$	3	19.53

Estimation Period:
Jan 2, 1990 to May 17, 2024