New Zealand Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:98.86% (-2.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9292 | 3.06 | |
| 0.0540 | 4.31 | |
| 0.9437 | 69.67 | |
| -0.0009 | -0.01 | |
| 0.0096 | 0.07 | |
| -0.0332 | -0.44 | |
| 0.0343 | 0.44 | |
| -0.0021 | -0.03 | |
| -0.0416 | -0.74 | |
| 0.1037 | 1.45 | |
| -0.5699 | -1.52 | |
| 1.4532 | 1.49 | |
| -1.4494 | -1.52 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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