New Zealand Exchange Ltd NZX 10 Index MEM Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.93% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0143 | 13.01 | |
| 0.1489 | 47.67 | |
| 0.8399 | 336.75 |
Estimation Period:
Mar 27, 1992 to Feb 5, 2026
Mar 27, 1992 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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