S&P/NZX All Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.24% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 24.85 | |
| 0.0842 | 35.54 | |
| 0.8960 | 363.33 | |
| 0.1604 | 12.01 |
Estimation Period:
Jan 3, 1990 to Feb 5, 2026
Jan 3, 1990 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices