New Zealand Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
10.22%
increased by 0.04%
1 Week
10.22%
increased by 0.04%
1 Month
10.22%
increased by 0.04%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4204 | 3.85 | |
| 0.0221 | 40.69 | |
| 0.9949 | 828.38 | |
| 3.1122 | 18.24 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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