S&P/NZX 50 Total Return Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.56% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 23.31 | |
| 0.0753 | 31.06 | |
| 0.8986 | 331.34 |
Estimation Period:
Jan 2, 2001 to Feb 6, 2026
Jan 2, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices