NZME Limited EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.18% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 0.83 | |
| 0.0482 | 8.70 | |
| 0.9964 | 282.82 | |
| -0.0508 | -14.38 |
Estimation Period:
Jun 27, 2016 to Feb 6, 2026
Jun 27, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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