NZME Limited GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.45% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1191 | 7.09 | |
| 0.0351 | 12.02 | |
| 0.9518 | 219.67 |
Estimation Period:
Jun 27, 2016 to Feb 6, 2026
Jun 27, 2016 to Feb 6, 2026
News Impact Curve
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