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	param	t-stat
$ω$	0.0457	1.74
$α$	0.0000	0.00
$β$	0.8927	18.71
$γ$	0.0381	2.91

V-Lab

New Zealand Dollar GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:10.90% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Zealand Dollar Analyses