New Zealand Exchange Ltd NZX 10 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.80% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0080 | 14.12 | |
| 0.0589 | 25.73 | |
| 0.9361 | 369.14 | |
| 0.1457 | 7.62 | |
| 1.9184 | 27.44 |
Estimation Period:
Jan 1, 1990 to Feb 5, 2026
Jan 1, 1990 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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