NZME Limited AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.17% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0914 | 6.29 | |
| 0.0347 | 9.79 | |
| 0.9536 | 213.77 | |
| 0.1347 | 0.94 |
Estimation Period:
Jun 27, 2016 to Feb 6, 2026
Jun 27, 2016 to Feb 6, 2026
News Impact Curve
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