New Zealand Exchange Ltd NZX 10 Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.64% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 13.77 | |
| 0.0582 | 26.20 | |
| 0.9369 | 405.04 |
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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