S&P/NZX 50 Total Return Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.13% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0151 | -12.84 | |
| 0.1279 | 32.93 | |
| 0.9756 | 927.42 | |
| -0.0650 | -19.10 |
Estimation Period:
Jan 2, 2001 to Feb 6, 2026
Jan 2, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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