S&P/NZX 50 Total Return Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.26% (+5.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 23.42 | |
| 0.0739 | 30.28 | |
| 0.9001 | 330.80 |
Estimation Period:
Jan 2, 2001 to Feb 13, 2026
Jan 2, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices