New Zealand Dollar GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
8.43%
decreased by 0.05%
1 Week
8.43%
decreased by 0.05%
1 Month
8.45%
decreased by 0.03%
Analysis last updated: Friday, June 12, 2026 at 08:12 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 | 12.79 | |
| 0.9721 | 874.17 | |
| 0.0195 | 9.30 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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