New Zealand Exchange Ltd NZX 10 Index MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
15.19%
decreased by 0.45%
1 Week
15.26%
decreased by 0.38%
1 Month
15.50%
decreased by 0.14%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 12.94 | |
| 0.1485 | 47.84 | |
| 0.8405 | 339.46 |
Estimation Period:
Mar 27, 1992 to Apr 2, 2026
Mar 27, 1992 to Apr 2, 2026
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