New Zealand Exchange Ltd NZX 10 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.90% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1239 | 7.33 | |
| 0.0497 | 46.80 | |
| 0.9932 | 1,305.12 | |
| 6.1156 | 9.62 |
Estimation Period:
Jan 1, 1990 to Feb 5, 2026
Jan 1, 1990 to Feb 5, 2026
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