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V-Lab

New Zealand Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:98.86% (-2.58%)
Analysis last updated: Friday, February 6, 2026 at 07:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of New Zealand Dollar S0GARCH
paramt-stat
ω0.92923.06
α0.05404.31
β0.943769.67
γ1-0.0009-0.01
γ20.00960.07
γ3-0.0332-0.44
γ40.03430.44
γ5-0.0021-0.03
γ6-0.0416-0.74
γ70.10371.45
γ8-0.5699-1.52
γ91.45321.49
γ10-1.4494-1.52
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts