New Zealand Exchange Ltd NZX 10 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.80% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 10.81 | |
| 0.0657 | 30.14 | |
| 0.9247 | 402.59 | |
| 0.2431 | 12.98 |
Estimation Period:
Jan 1, 1990 to Feb 5, 2026
Jan 1, 1990 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices