S&P/NZX 50 Total Return Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.43% (+18.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 28.49 | |
| 0.0899 | 48.22 | |
| 0.8612 | 505.12 | |
| 0.2824 | 23.04 |
Estimation Period:
Jan 2, 2001 to Feb 13, 2026
Jan 2, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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