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	param	t-stat
$ω$	0.9292	3.06
$α$	0.0540	4.31
$β$	0.9437	69.67
$γ_{1}$	-0.0009	-0.01
$γ_{2}$	0.0096	0.07
$γ_{3}$	-0.0332	-0.44
$γ_{4}$	0.0343	0.44
$γ_{5}$	-0.0021	-0.03
$γ_{6}$	-0.0416	-0.74
$γ_{7}$	0.1037	1.45
$γ_{8}$	-0.5699	-1.52
$γ_{9}$	1.4532	1.49
$γ_{10}$	-1.4494	-1.52

V-Lab

New Zealand Dollar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:91.82% (-2.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Zealand Dollar Analyses