New Zealand Exchange Ltd NZX 10 Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.73% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 24.60 | |
| 0.1147 | 29.94 | |
| 0.8449 | 355.01 | |
| 0.0545 | 7.95 |
Estimation Period:
Mar 27, 1992 to Feb 5, 2026
Mar 27, 1992 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices