New Zealand Dollar GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
8.61%
decreased by 0.06%
1 Week
8.61%
decreased by 0.06%
1 Month
8.62%
decreased by 0.05%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 11.62 | |
| 0.0131 | 12.76 | |
| 0.9721 | 874.16 | |
| 0.0195 | 9.32 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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