New Zealand Exchange Ltd NZX 10 Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
15.97%
increased by 0.16%
1 Week
16.08%
increased by 0.27%
1 Month
16.48%
increased by 0.67%
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 | |
|---|---|---|
| 0.0066 | 7.62 | |
| 0.1474 | 23.89 | |
| 0.9917 | 1,157.22 | |
| -0.0306 | -5.24 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
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